# EDGAR Filing Document

**Accession Number:** 0001495825
**File Stem:** 0000940400-26-015703
**Filing Date:** 2026-4
**Character Count:** 341313
**Document Hash:** af14e25e6f6f6523191c323d2e4dd674
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015703.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000940400-26-015703

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
- **CENTRAL INDEX KEY:** 0001495825

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22437
- **FILM NUMBER:** 26915347

**BUSINESS ADDRESS:**
- **STREET 1:** 227 WEST MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-827-0100

**MAIL ADDRESS:**
- **STREET 1:** 227 WEST MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Guggenheim Taxable Municipal Managed Duration Trust
- **DATE OF NAME CHANGE:** 20160729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Guggenheim Build America Bonds Managed Duration Trust
- **DATE OF NAME CHANGE:** 20100702

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust

- **b. Investment Company Act file number:** 811-22437

- **c. CIK number of Registrant:** 0001495825

- **d. LEI of Registrant:** O7RPTBV08XOX3ZU53L78

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 227 WEST MONROE STREET

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-827-0100

**Item A.2. Information about the Series.**

- **a. Name of Series:** Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust

- **c. LEI of Series:** O7RPTBV08XOX3ZU53L78

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-27

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $624766997.84

**Total Liabilities:** $206857095.31

**Net Assets:** $417909902.53

**Delayed Delivery Securities:** $1499996.73

**Stand-by Commitments:** $7712958.30

**Cash Not Reported:** $2936349.29

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 4423.60346220 | **1-Year:** 19685.42951210 | **5-Year:** 71711.52344720 | **10-Year:** 152086.04136760 | **30-Year:** 110453.54324150

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 1303.67052870 | **1-Year:** 5859.02848370 | **5-Year:** 11981.75288520 | **10-Year:** 8794.86153490 | **30-Year:** 7460.45888790

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000001 | -0.35%               | 0.50%                | 2.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-793454.87              | $-2602117.24                               |
| Month 2  | $88285.30                | $-160085.31                                |
| Month 3  | $6678.54                 | $6555707.07                                |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                                   | CDS CDX.NA.HY.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-318475.40   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       186 | NC      | $82537.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -711688 | PA      | $-711687.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -205500 | PA      | $-205500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | CVR ENERGY INC                                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -668938 | PA      | $-668937.50   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                        | OKE 5.6 04/01/44                                                                                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144018.84    | 0.03%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | HF SINCLAIR CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1022500 | PA      | $-1022500.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -315031 | PA      | $-315031.25   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                | GASBCM 6.1027 08/23/42 144A                                                                                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $314118.62    | 0.08%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TX DALLAS FORT WORTH                                                                                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2637250 | PA      | $-2637250.00  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                    | CBAAU V5.929 03/14/46 144A                                                                                                                             | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $470233.33    | 0.11%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241588.21    | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -186 | NC      | $-46500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HV EIGHT LLC SENIOR SECURED TL                                                    | HV EIGHT LLC SENIOR SECURED TL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242086 | PA      | $1465840.89   | 0.35%             | 2037-11-15      | Floating      | 5.50%                 | No            |                  3 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LIMITED                                                    | NAVTR 2021-1 A                                                                                                                                         | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    785953 | PA      | $754567.54    | 0.18%             | 2046-11-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                                          | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    316054 | PA      | $304464.49    | 0.07%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                          | Belrose Funding Trust II                                                                                                                               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $662312.08    | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                       | TRGP 4.875 02/01/31                                                                                                                                    | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012793.46   | 0.24%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                               | FE 5.5 01/15/33 144A                                                                                                                                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $996677.69    | 0.24%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | MED CENTER MS EDUCTNL BLDG COR                                                                                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1678375 | PA      | $-1678375.00  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                    | FBINUS 4.5 03/25/52                                                                                                                                    | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1057134.56   | 0.25%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                       | CAUTO 2020-1A B3                                                                                                                                       | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $473555.40    | 0.11%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                                              | GCAT 2022-NQM5 A3                                                                                                                                      | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429453 | PA      | $435847.07    | 0.10%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       260 | NC      | $42250.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | ARES FINANCE CO IV LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1788750 | PA      | $-1788750.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -261300 | PA      | $-261300.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | FLOWERS FOODS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1975688 | PA      | $-1975687.50  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| LUXCO3                                                                            | LUXCO3                                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      5658 | NS      | $103950.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS2 LLD                                                 | MCMLT 2024-RS2 A1                                                                                                                                      | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308807 | PA      | $294569.12    | 0.07%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                            | BATSLN 5.7 08/15/35                                                                                                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1107976.09   | 0.27%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ACCURIDE LIQUIDATING TRUST AGRMNT                                                 | ACCURIDE LIQUIDATING TRUST AGRMNT                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | SC MYRTLE BEACH AIRPORT BAB                                                                                                                            | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -5493750 | PA      | $-5493750.00  | -1.31%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | JEFFERIES FIN LLC                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1269375 | PA      | $-1269375.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Accident Fund Insurance Co of America                                             | AFICOA 8.5 08/01/32 144A                                                                                                                               | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1801016.05   | 0.43%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                   | Blue Ribbon Llc                                                                                                                                        | CUSIP: 69382EAB8<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |    363977 | PA      | $356697.81    | 0.09%             | 2028-05-08      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                                                           | CEAMER FIN 2 SR SEC NTS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700658 | PA      | $726029.32    | 0.17%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                                          | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180602 | PA      | $173979.71    | 0.04%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                               | CLAST 2025-2A A                                                                                                                                        | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961047 | PA      | $976942.93    | 0.23%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                                   | BLUE RIBBON LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |    917556 | PA      | $596411.56    | 0.14%             | 2028-05-08      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER 1L TL CL                                                         | INTEGRATED POWER 1L TL CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192165 | PA      | $191789.92    | 0.05%             | 2028-11-22      | Floating      | 9.18%                 | No            |                  3 | On Loan: No      |
| JANE STREET GROUP LLC                                                             | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    950000 | PA      | $988371.72    | 0.24%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                                                          | TEGRA118 WEALTH SOLUTIONS INC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900HOKMJFKIA9FR12 | Long             | LON              | CORP              | US        |    150000 | PA      | $145875.00    | 0.03%             | 2033-01-27      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| Nuveen LLC                                                                        | TIAAGL 5.85 04/15/34 144A                                                                                                                              | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1063225.37   | 0.25%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                                        | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $869428.20    | 0.21%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| CVR Energy Inc.                                                                   | CVI 7.875 02/15/34 144A                                                                                                                                | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    770000 | PA      | $754606.99    | 0.18%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Lstar Securities Investment 2024-1 Ltd.                                           | LSTRZ 2024-1 A                                                                                                                                         | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97638 | PA      | $97527.50     | 0.02%             | 2029-01-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                | VOD V5.125 06/04/81                                                                                                                                    | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $889370.35    | 0.21%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES 1L TL CL                                                | INTEGRATED POWER SERVICES 1L TL CL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297285 | PA      | $296704.32    | 0.07%             | 2028-11-22      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                  | MD MCDHSG 6.2 09/01/2045                                                                                                                               | CUSIP: 57419UVF2<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037706.80   | 0.25%             | 2045-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                                            | IFCCN 5.459 09/22/32 144A                                                                                                                              | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1997884.18   | 0.48%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97712.52     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QTS CORP                                                                          | QTS CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1950038.38   | 0.47%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                | GASBCM 6.51 02/23/42 144A                                                                                                                              | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $219342.17    | 0.05%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST CONVENTION CTR PUB FACS DIST                                        | WA WASFAC 6.79 07/01/2040                                                                                                                              | CUSIP: 93976AAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4220000 | PA      | $4616420.47   | 1.10%             | 2040-07-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                                                            | BP HOLDCO LLC (ASPECT)                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15619 | NS      | $9369.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                                   | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    880000 | PA      | $898206.32    | 0.21%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | PA PHILADELPHIA SCH DIST                                                                                                                               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        | -10394562 | PA      | $-10394562.50 | -2.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                            | DOW 6.9 05/15/53                                                                                                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204773.63    | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                         | EASY 2025-RTL2 A1                                                                                                                                      | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1057878.15   | 0.25%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                 | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83816 | PA      | $83606.21     | 0.02%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH                                                        | MA MASTRN 2.72 07/01/2042                                                                                                                              | CUSIP: 575896WR2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   3400000 | PA      | $2715932.92   | 0.65%             | 2042-07-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                             | TN TNSHSG 5.96 07/01/2054                                                                                                                              | CUSIP: 88046KLA2<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508078.95    | 0.12%             | 2054-07-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                               | RRR 4.625 12/01/31 144A                                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192972.04    | 0.05%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                 | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247484.30    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                            | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2198339.44   | 0.53%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                           | FMMHR 2015-R1 XA1                                                                                                                                      | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |   6511335 | PA      | $361888.92    | 0.09%             | 2055-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                             | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426224.60   | 0.34%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL DEACONESS MEDICAL CENTER INC                                          | BETHIS 3.08 07/01/51 L                                                                                                                                 | CUSIP: 08661UAB2<br>LEI: 549300X0AUMNEAKC6J55 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3066680.34   | 0.73%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | NY PORT AUTHORITY                                                                                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3468750 | PA      | $-3468750.00  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA PUB FIN AUTH                                                           | CA CASGEN 3.27 10/15/2043                                                                                                                              | CUSIP: 13057EEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4800000 | PA      | $3694518.72   | 0.88%             | 2043-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM CORP                                                                 | DNDCN 8.625 04/15/29 144A                                                                                                                              | CUSIP: 267486AA6<br>LEI: 549300XUQDPIC5QRY347 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $258358.06    | 0.06%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                 | LPLA 4.375 05/15/31 144A                                                                                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636002.29    | 0.15%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | GLOBAL ATLANTIC (FIN) CO                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1039500 | PA      | $-1039500.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | WA CONVENTION CENTER HOT                                                                                                                               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2100238 | PA      | $-2100237.50  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                 | BDS 2025-FL15 C                                                                                                                                        | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500994.15    | 0.12%             | 2043-03-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH                                                        | MA MASTRN 2.87 07/01/2051                                                                                                                              | CUSIP: 575896WS0<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    750000 | PA      | $527173.50    | 0.13%             | 2051-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                | POST 4.5 09/15/31 144A                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1243734.57   | 0.30%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | MPLX LP                                                                                                                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1389395 | PA      | $-1389395.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                   | SIDC 2025-1A A2                                                                                                                                        | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $546772.49    | 0.13%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                                                          | HOMESTEAD SPE ISSUER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047527.69   | 0.25%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Flowers Foods, Inc.                                                               | FLO 6.2 03/15/55                                                                                                                                       | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1793019.63   | 0.43%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                                                         | LIGHTNING 2022-1 A FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6749855.14   | 1.62%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MONROVIA CALIF UNI SCH DIST                                                       | CA MRVSCD 7.25 08/01/2028                                                                                                                              | CUSIP: 611594KH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $634641.80    | 0.15%             | 2028-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                 | POLARIS NEWCO LLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |    968007 | PA      | $829378.53    | 0.20%             | 2026-06-04      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO                                                                      | Owl Rock CLO I LLC                                                                                                                                     | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1052087.61   | 0.25%             | 2036-02-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -618750 | PA      | $-618750.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| PIERCE CNTY WASH                                                                  | WA PIEUTL 2.87 08/01/2042                                                                                                                              | CUSIP: 720653QG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3436022.93   | 0.82%             | 2042-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| LVNV 6.84 6/12/29                                                                 | LVNV 6.84 6/12/29                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205990.27    | 0.05%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Universal Health Services, Inc.                                                   | UHS 2.65 01/15/32                                                                                                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1163359.43   | 0.28%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTKRY HOMES TR 2022-SFR3                                                       | FKH 2022-SFR3 B                                                                                                                                        | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997725.30    | 0.24%             | 2038-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                                 | XEROX CORPORATION                                                                                                                                      | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -267750 | PA      | $-267750.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                      | SWTCH 2025-1A A2                                                                                                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496539.60    | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | HCA INC                                                                                                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -913500 | PA      | $-913500.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                         | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    840000 | PA      | $858294.49    | 0.21%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                          | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    859836 | PA      | $858595.79    | 0.21%             | 2031-02-13      | Floating      | 10.10%                | No            |                  3 | On Loan: No      |
| B.A.T. Capital Corporation                                                        | BATSLN 7.079 08/02/43                                                                                                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $909420.11    | 0.22%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TX DALLAS FORT WORTH AIRPORT                                                                                                                           | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4387500 | PA      | $-4387500.00  | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                   | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164200.28    | 0.04%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                   | MYLIFE V6.1 06/11/55 144A                                                                                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $725207.70    | 0.17%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1086750 | PA      | $-1086750.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRITE 2021-1 LTD                                                                 | SPRTE 2021-1 A                                                                                                                                         | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    344467 | PA      | $339405.59    | 0.08%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153998.89    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Central Storage Safety Project Trust                                              | CNTSTO 4.823 02/01/38 144A                                                                                                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5856480 | PA      | $5717413.43   | 1.37%             | 2038-02-01      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                                 | CFMT 2022-HB9 M1                                                                                                                                       | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $487486.70    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | LKQ CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -219650 | PA      | $-219650.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                         | OH AMEPWR 7.33 02/15/2028                                                                                                                              | CUSIP: 02765UEP5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   3840000 | PA      | $4014815.23   | 0.96%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD 1L FLFO TL CL INCR                                                   | FLORIDA FOOD 1L FLFO TL CL INCR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72337 | PA      | $71131.56     | 0.02%             | 2030-10-18      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                                         | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363382 | PA      | $263452.11    | 0.06%             | 2030-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                  | LAZ 5.625 08/01/35                                                                                                                                     | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1373767.82   | 0.33%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                          | SAFE 6.1 04/01/34                                                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    788000 | PA      | $850697.16    | 0.20%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FRASER MICH PUB SCH DIST                                                          | MI FSRSCD 6.05 05/01/2026                                                                                                                              | CUSIP: 355514MD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505898.09    | 0.12%             | 2026-05-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                         | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-298.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                       | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1063410.50   | 0.25%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FOND DU LAC CNTY WIS                                                              | WI FONGEN 6.2 05/01/2054                                                                                                                               | CUSIP: 34446ACA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $205840.76    | 0.05%             | 2054-05-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                            | FABSJV 5.875 01/25/34                                                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417640.73    | 0.10%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                        | BRNUHS 5.05 02/15/30 2025                                                                                                                              | CUSIP: 53229UAA5<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282387.84   | 0.31%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIGS Inc                                                                          | FIGS Inc CL A                                                                                                                                          | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $57999.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold GL Holdings LLC                                                          | SAFE 5.65 01/15/35                                                                                                                                     | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123088.63    | 0.03%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | FARMERS INSURANCE EXCHANGE                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -893200 | PA      | $-893200.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1093625 | PA      | $-1093625.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67954.89     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                         | TD V8.125 10/31/82                                                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $784703.25    | 0.19%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA (DC), DISTRICT OF                                                        | DC WEL 6.73 09/01/2047                                                                                                                                 | CUSIP: 94985XAF6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1363721.10   | 0.33%             | 2047-09-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Whitehorse VIII Ltd / Whitehorse VIII LLC                                         | WITEH 2014-1A E                                                                                                                                        | CUSIP: 96524XAA0<br>LEI: 549300GKZTMG24SVKU49 | Long             | ABS-CBDO         | CORP              | KY        |     14488 | PA      | $4324.72      | 0.00%             | 2026-05-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX 5.95 04/01/55                                                                                                                                     | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392701.07    | 0.09%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                    | OH OHIOHEALTH CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Short            | RA               | CORP              | US        |  -2260912 | PA      | $-2260912.50  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | AMFAM HOLDINGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -988144 | PA      | $-988143.75   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -5657032 | PA      | $-5657032.50  | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                                                 | DOGWOOD TERM LOAN                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1886764 | PA      | $1907776.00   | 0.46%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | OH NATIONWIDE CHILDRENS HOSP                                                                                                                           | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -5518000 | PA      | $-5518000.00  | -1.32%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                 | SE 2024-1A A                                                                                                                                           | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230169 | PA      | $236436.78    | 0.06%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                                            | ARWLN F 12/15/29 REGS                                                                                                                                  | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1054321.39   | 0.25%             | 2029-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Citadel Enterprise                                                                | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    967822 | PA      | $964599.07    | 0.23%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | INTACT FINANCIAL CORP                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -537652 | PA      | $-537652.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                       | GLPI 5.625 03/01/36                                                                                                                                    | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249971.26    | 0.06%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NEW YORK (THE)                                                | NASSAU 7.875 07/15/30 144A                                                                                                                             | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |    412000 | PA      | $382826.86    | 0.09%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UWN Holdings LLC                                                                  | UWMC 6.25 03/15/31 144A                                                                                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966172.40    | 0.23%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE STRATEGIC CAP HLDNG II                                                 | BLACKSTONE STRATEGIC CAP HLDNG II                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.41%             | 2033-12-31      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                        | BRNUHS 4.65 05/15/31                                                                                                                                   | CUSIP: 53229UAB3<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222665.02   | 0.29%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAN JOSE (CA), CITY OF                                                            | CA SJSAPT 3.27 03/01/2040                                                                                                                              | CUSIP: 798136YN1<br>LEI: 549300QHIHSH68W22O38 | Long             | DBT              | MUN               | US        |    250000 | PA      | $210987.03    | 0.05%             | 2040-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                                       | Polynt-Reichhold Group Term Loan B 400 2032-09-27                                                                                                      | CUSIP: 80881LAC3<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | US        |    498750 | PA      | $497817.34    | 0.12%             | 2032-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MARIN CALIF CMNTY COLLEGE DIST                                                    | CA MRNHGR 4.03 08/01/2038                                                                                                                              | CUSIP: 56781RJX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1925703.60   | 0.46%             | 2038-08-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                             | COMMONWEALTH BANK OF AUSTRALIA                                                                                                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -442296 | PA      | $-442296.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO ILL BRD ED                                                                | IL CHIEDU 6.14 12/01/2039                                                                                                                              | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    195000 | PA      | $188534.48    | 0.05%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                        | MHED 5.75 08/01/28 144A                                                                                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299527.29    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | AMERICAN NATIONAL GROUP INC                                                                                                                            | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -193500 | PA      | $-193500.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -828750 | PA      | $-828750.00   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| AUXEY MIDCO LTD                                                                   | AUXEY MIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    977500 | PA      | $904187.50    | 0.22%             | 2027-06-29      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | WV HIGHER EDU POLICY COMM BAB                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2502500 | PA      | $-2502500.00  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                      | SPH 5 06/01/31 144A                                                                                                                                    | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288918.63    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                                       | Dreyfus Treasury Securities Cash Management INSTL SHS                                                                                                  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |   2410341 | NS      | $2410340.61   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BELROSE FUNDING TRUST                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -637812 | PA      | $-637812.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                               | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    336000 | PA      | $348998.50    | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises Inc.                                                  | EAF 9.875 12/23/29 144A                                                                                                                                | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $590000.00    | 0.14%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                 | FDX 4.1 02/01/45 .                                                                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57877.05     | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVANSVILLE-VANDERBURGH IND SCH BLDG CORP                                          | IN EVAEDU 6.5 01/15/2030                                                                                                                               | CUSIP: 299620EW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8690000 | PA      | $8709626.37   | 2.08%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VistaJet                                                                          | VistaJet Term Loan B 375 2031-03-17                                                                                                                    | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650000 | PA      | $650409.50    | 0.16%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Insured Lending 1 Ltd.                                                            | INLEND 6.5 02/04/32 144                                                                                                                                | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2126700.00   | 0.51%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | BOEING CO                                                                                                                                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -539962 | PA      | $-539962.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                 | CSCHLD 11.25 05/15/28 144A                                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198067.59    | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Southern Co.                                                                      | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57557.63     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA                                                                        | GA ATLAPT 5.71 07/01/2044                                                                                                                              | CUSIP: 047773AR7<br>LEI: 549300GHLQ0J51NUBM84 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4185102.80   | 1.00%             | 2044-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                      | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669323.79    | 0.16%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                           | BKH 5.95 03/15/28                                                                                                                                      | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207509.02    | 0.05%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNPP IP CLO 2014-II LLC                                                           | BNPIP 2014-2A E                                                                                                                                        | CUSIP: 05580HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216398 | PA      | $12237.30     | 0.00%             | 2025-10-30      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                                   | CERB 2024-3A C                                                                                                                                         | CUSIP: 156945AE7<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1197215.16   | 0.29%             | 2036-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX 5.65 03/01/53                                                                                                                                     | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47201.17     | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1385000 | PA      | $-1385000.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                        | MHED 8 08/01/29 144A                                                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    850000 | PA      | $843840.48    | 0.20%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                      | PII 6.95 03/15/29                                                                                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477361.29    | 0.11%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                                 | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.5% NONCUMULATIVE PERPETUAL SERIES N PREFERRED  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     17750 | NS      | $3.55         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | SAFEHOLD GL HOLDINGS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -805730 | PA      | $-805730.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY                                                          | PA PASSFH 5.78 04/01/2054                                                                                                                              | CUSIP: 70879QK36<br>LEI: 549300JZVUPNWP77SP29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3045330.90   | 0.73%             | 2054-04-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -905625 | PA      | $-905625.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                  | LAZ 6 03/15/31                                                                                                                                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    660000 | PA      | $704880.63    | 0.17%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MANTECA CALIF REDEV AGY SUCCESSOR AGY                                             | CA MANDEV 3.21 10/01/2042                                                                                                                              | CUSIP: 56453RBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1146797.96   | 0.27%             | 2042-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                    | SNX 6.1 04/12/34                                                                                                                                       | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    850000 | PA      | $900968.86    | 0.22%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                             | OR 2025-22A C                                                                                                                                          | CUSIP: 69121AAE6<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996787.80    | 0.24%             | 2037-10-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                          | VA VASHSG 5.95 10/01/2054                                                                                                                              | CUSIP: 92812U7L6<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1021518.90   | 0.24%             | 2054-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                   | ADC 2021-1A A2                                                                                                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988208.30    | 0.24%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                       | GBLATL V7.25 03/01/56 144A                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1100720.27   | 0.26%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | JEFFERIES FINANCIAL GROUP INC                                                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -993750 | PA      | $-993750.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                       | IL ILS 6.72 04/01/2035                                                                                                                                 | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    153846 | PA      | $164410.55    | 0.04%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                              | CA CASGEN 7.14 08/15/2047                                                                                                                              | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   3335000 | PA      | $3569848.70   | 0.85%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                                                   | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    302239 | PA      | $300097.59    | 0.07%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                                          | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40800 | PA      | $37171.65     | 0.01%             | 2031-02-13      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                                                | SRENVX V5 04/02/49 144A                                                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1010261.37   | 0.24%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                                                   | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124513 | PA      | $122748.06    | 0.03%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| FIRSTDIGITAL 1L TL                                                                | FIRSTDIGITAL 1L TL                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223634 | PA      | $1204297.33   | 0.29%             | 2026-12-17      | Floating      | 10.75%                | No            |                  3 | On Loan: No      |
| First Republic Bank San Francisco                                                 | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.25% NONCUMULATIVE PERPETUAL SERIES L PREFERRED | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     31650 | NS      | $6.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                             | IL ILSHSG 6.05 10/01/2044                                                                                                                              | CUSIP: 45203MYE5<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    730000 | PA      | $758498.76    | 0.18%             | 2044-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Boston                                                     | BOSCHI 4.115 01/01/47 2017                                                                                                                             | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6873689.76   | 1.64%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                     | SCGALO 6.625 03/01/30 144A                                                                                                                             | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407808.43    | 0.10%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                                                          | TOTAL WEBHOSTING SOLUTIO                                                                                                                               | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1046608.14   | 0.25%             | 2031-11-06      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                     | SONIC 2021-1A A2II                                                                                                                                     | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705405 | PA      | $623849.32    | 0.15%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV                                                                | CA CASHGR 3.9 11/01/2047                                                                                                                               | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $433591.95    | 0.10%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO (IL), CITY OF                                                             | IL CHIUTL 6.9 01/01/2040                                                                                                                               | CUSIP: 167727SW7<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   5100000 | PA      | $5729096.22   | 1.37%             | 2040-01-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                               | BNS V8.625 10/27/82                                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $581360.45    | 0.14%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                      | CERB 2023-1A C                                                                                                                                         | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $753505.88    | 0.18%             | 2035-03-22      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV                                                                    | NV NVSSFH 5.72 10/01/2050                                                                                                                              | CUSIP: 641279F41<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4064497.20   | 0.97%             | 2050-10-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                             | GUYS 2023-1A A2                                                                                                                                        | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $406314.85    | 0.10%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                                          | CERB 2024-2A C                                                                                                                                         | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $950291.37    | 0.23%             | 2036-07-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                        | COBKAC V7.125 PERP M                                                                                                                                   | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $259959.25    | 0.06%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NTL 2025-NQM1                                                                     | NLT 2025-NQM1 PT                                                                                                                                       | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2838207 | PA      | $2994923.10   | 0.72%             | 2070-10-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                    | NGGLN 6.388 09/15/33 144A                                                                                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2169650.28   | 0.52%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                                      | TLWND 2019-1 A                                                                                                                                         | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1785440 | PA      | $1769243.28   | 0.42%             | 2044-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                           | PrimeSource Term Loan B 450 2031-09-17                                                                                                                 | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    580000 | PA      | $576636.00    | 0.14%             | 2031-03-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | ARCELORMITTAL SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -896031 | PA      | $-896031.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TEX INTL ARPT                                                   | TX DALAPT 2.92 11/01/2050                                                                                                                              | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $4746105.00   | 1.14%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HWIRE 2024-1A B                                                                                                                                        | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102162.04    | 0.02%             | 2054-06-20      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BR SECONDARIES & LQDITY SOLUTIONS                                                 | BR SECONDARIES & LQDITY SOLUTIONS                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266382 | PA      | $266488.02    | 0.06%             | 2030-06-15      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG Inc.                                                           | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $794579.25    | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                 | HPSPR 2025-3A D                                                                                                                                        | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $247718.98    | 0.06%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health                                                       | PSJHOG 5.369 10/01/32                                                                                                                                  | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2618998.48   | 0.63%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TEX INTL ARPT                                                   | TX DALAPT 4.51 11/01/2051                                                                                                                              | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7200000 | PA      | $6518646.72   | 1.56%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | ONEOK INC                                                                                                                                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -866031 | PA      | $-866031.25   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                       | GBLATL V7.95 10/15/54 144A                                                                                                                             | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287109.78    | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco l B.V                                                               | SUNN 4.875 07/15/31 144A                                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $667312.73    | 0.16%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                      | ORCL 6.1 09/26/65                                                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43326.22     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE III LLC                                                            | CEAMER FINANCE III LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268999 | PA      | $276978.11    | 0.07%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Symetra Life Insurance Co.                                                        | SYA 6.55 10/01/55 144A                                                                                                                                 | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155900.91    | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PartnerRe Ltd.                                                                    | PartnerRe Ltd. 4.875% FXD RTE NON CUM RED PFD SHS SR J                                                                                                 | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |     46000 | NS      | $790280.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                         | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10153.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                        | RCICN 4.5 03/15/42                                                                                                                                     | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1005252.17   | 0.24%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                   | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    631901 | PA      | $630451.29    | 0.15%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                          | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $104877.01    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1939556 | PA      | $-1939556.25  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                              | OR 2025-21A C                                                                                                                                          | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $598335.12    | 0.14%             | 2034-07-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER A                                                        | DYAL III SERIES B ISSUER A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $584668.34    | 0.14%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp                                                                   | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420731.60    | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA SCH DIST                                                          | PA PHISCD 6 09/01/2030                                                                                                                                 | CUSIP: 717883LV2<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |  10330000 | PA      | $11107351.09  | 2.66%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                              | LIBMUT 6.266 08/15/54                                                                                                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254482.02    | 0.06%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                             | IL ILSHSG 6.1 10/01/2049                                                                                                                               | CUSIP: 45203MYF2<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1900064.44   | 0.45%             | 2049-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                                                           | FR REFUEL LLC 1L TLB CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1254189 | PA      | $1238511.38   | 0.30%             | 2028-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | JBS FOOD CO                                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -904155 | PA      | $-904154.64   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BAT CAPITAL CORP                                                                                                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -874016 | PA      | $-874016.00   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                       | GBLATL 6.75 03/15/54 144A                                                                                                                              | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244488.68    | 0.06%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                              | FIGRE 2024-HE1 A                                                                                                                                       | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184629 | PA      | $189469.22    | 0.05%             | 2054-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                      | ANGINC 6 07/15/35                                                                                                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446418.50    | 0.11%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                        | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1369934.10   | 0.33%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | IL STATE GO BAB                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1152631 | PA      | $-1152631.25  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL WASH UNIV                                                                 | WA CWUHGR 6.95 05/01/2040                                                                                                                              | CUSIP: 155839DL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5573436.00   | 1.33%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                                          | W.R. Berkley Corporation 4.125% SUBORDINATED DEBENTURES DUE MARCH 30, 2061                                                                             | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     95975 | NS      | $1643092.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | JPMORGAN CHASE & CO                                                                                                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -970188 | PA      | $-970187.50   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -721000 | PA      | $-721000.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | LAZARD GROUP LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -665775 | PA      | $-665775.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                           | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107942.10    | 0.03%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                          | JBS 5.75 04/01/33                                                                                                                                      | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    763000 | PA      | $802383.01    | 0.19%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings Inc.                                                               | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3197000 | PA      | $2252761.48   | 0.54%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2195888 | PA      | $-2195887.50  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL WASH UNIV                                                                 | WA CWUHGR 6.5 05/01/2030                                                                                                                               | CUSIP: 155839DK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5188876.00   | 1.24%             | 2030-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Michael Baker International                                                       | Michael Baker International Term Loan B 400 2028-12-01                                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    394020 | PA      | $393692.96    | 0.09%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                              | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155027.98    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                 | BDS 2025-FL16 C                                                                                                                                        | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $700289.80    | 0.17%             | 2043-07-19      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CALIF SCH DIST                                                       | CA HLBSCD 0 09/01/2040                                                                                                                                 | CUSIP: 432272GG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $242631.15    | 0.06%             | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY ARK                                                                    | AR UNVHGR 3.1 12/01/2041                                                                                                                               | CUSIP: 914073BD2<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |    250000 | PA      | $204969.20    | 0.05%             | 2041-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                         | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1064550.00   | 0.25%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Servces Inc                                  | IRM 5 07/15/32 144A                                                                                                                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290265.12    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TEX CONVENTION CTR HOTEL DEV CORP                                          | TX DALFAC 7.09 01/01/2042                                                                                                                              | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9810000 | PA      | $11134142.03  | 2.66%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPM V5.717 09/14/33                                                                                                                                    | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1006589.41   | 0.24%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                      | ANGINC 5.75 10/01/29                                                                                                                                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559647.32    | 0.13%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON D C CONVENTION & SPORTS AUTH                                           | DC WCCFAC 4.31 10/01/2040                                                                                                                              | CUSIP: 93878LBJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94548.54     | 0.02%             | 2040-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                                        | TX TAREDU 3.42 09/01/2050                                                                                                                              | CUSIP: 87638QRJ0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $6039633.60   | 1.45%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Lbj Infrastructure Group Llc                                                      | CINCON 3.797 12/31/57 144A                                                                                                                             | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $7485773.20   | 1.79%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FRANKLIN CNTY OHIO                                                                | OH FRAMED 2.88 11/01/2050                                                                                                                              | CUSIP: 353187EV5<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |   8900000 | PA      | $6063994.53   | 1.45%             | 2050-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KNOX CNTY IND                                                                     | IN KNODEV 5.9 04/01/2034                                                                                                                               | CUSIP: 499396AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2920000 | PA      | $2977939.81   | 0.71%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Belvoir Land LLC                                                                  | FTBELV 5.6 12/15/35 A-3                                                                                                                                | CUSIP: 081331AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507327.00    | 0.12%             | 2035-12-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                               | ASCOTG V6.349 06/15/35 144A                                                                                                                            | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $361921.00    | 0.09%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                | GXO 6.5 05/06/34                                                                                                                                       | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1088508.15   | 0.26%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                      | Dreyfus Treasury Obligations Cash Management TREASURY INSTNAL                                                                                          | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |    126137 | NS      | $126136.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                            | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355328.22    | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES8                                                     | RCKT 2025-CES8 A2                                                                                                                                      | CUSIP: 74939WAC4<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014164.80   | 0.24%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                                  | INTMAT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1214377.13   | 0.29%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                    | ORHLTH 5.475 10/01/35                                                                                                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4254782.72   | 1.02%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                      | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $508695.00    | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG 2024-1 A                                                               | AQUILA FDG 2024-1 A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052014.14   | 0.25%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| Nationwide Building Society                                                       | NWIDE V5.537 07/14/36 144A                                                                                                                             | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $674915.69    | 0.16%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PITTSBURGH PA SCH DIST                                                            | PA PITSCD 6.85 09/01/2029                                                                                                                              | CUSIP: 725277DR5<br>LEI: 549300DCE2NGMJO6P377 | Long             | DBT              | MUN               | US        |   6895000 | PA      | $7510617.32   | 1.80%             | 2029-09-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                  | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973170.50    | 0.23%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                           | AMCSRV 6.034 01/16/42 144A                                                                                                                             | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1042430.00   | 0.25%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                         | BID 7.375 10/15/27 144A                                                                                                                                | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993905.99    | 0.24%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                                                  | GD TOWERS (SALSA HLDG) 1L TL EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1050468.78   | 0.25%             | 2032-11-18      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| Southwestern Public Service Company                                               | XEL 3.7 08/15/47                                                                                                                                       | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $764578.98    | 0.18%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Henneman Trust                                                                    | GL 6.58 05/15/55 144A                                                                                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1086473.34   | 0.26%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                        | OXY 7 11/15/27                                                                                                                                         | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2082184.00   | 0.50%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | ITT HOLDINGS LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -925000 | PA      | $-925000.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC                               | MN8 Portfolio IV LLC / MN8 Mulberry Bess Holdco LLC 6.31% SNR NTS 30/06/2045 USD (SEC REGD)                                                            | CUSIP: 55339TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $409702.88    | 0.10%             | 2045-07-30      | Fixed         | 6.31%                 | Yes           |                  3 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | TX DALLAS CONVENTION CNTR BAB                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3588100 | PA      | $-3588100.00  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO OHIO CITY SCH DIST                                                        | OH TORSCD 7 12/01/2028                                                                                                                                 | CUSIP: 891279BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $426013.33    | 0.10%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                  | NRG 7 03/15/33 144A                                                                                                                                    | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $500784.13    | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                        | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $571800.18    | 0.14%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| EL MONTE CALIF                                                                    | CA EMN 3.77 08/01/2045                                                                                                                                 | CUSIP: 283299AS4<br>LEI: 549300079T82S1QZWG33 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $819691.10    | 0.20%             | 2045-08-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $312000.00    | 0.07%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                               | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     12550 | NS      | $318268.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS ST                                                                       | IL ILS 6.63 02/01/2035                                                                                                                                 | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    495266 | PA      | $529494.83    | 0.13%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                           | FMMHR 2015-R1 C3                                                                                                                                       | CUSIP: 35563CAY4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |     79061 | PA      | $67763.53     | 0.02%             | 2052-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                                  | SPBCN 4.5 03/15/29 144A                                                                                                                                | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $242902.65    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                | BX 2024-VLT4 D                                                                                                                                         | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1142812.62   | 0.27%             | 2041-06-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                      | CERB 2025-3A C                                                                                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1245960.63   | 0.30%             | 2037-10-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc.                                                    | Selective Insurance Group Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 4.60% NON-CUMULATIVE PREFERRED STOCK, SERIES B  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     20000 | NS      | $337800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | PA PITTSBURGH SCH DIST                                                                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -7222512 | PA      | $-7222512.50  | -1.73%            |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                   | PAA 4.7 06/15/44                                                                                                                                       | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87323.44     | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORRY CNTY S C                                                                    | SC HORAPT 7.33 07/01/2040                                                                                                                              | CUSIP: 44066MEB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5902015.50   | 1.41%             | 2040-07-01      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                          | HCA 4.625 03/15/52                                                                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $993894.56    | 0.24%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XXIV LLC                                                             | OR 2026-24A C                                                                                                                                          | CUSIP: 69122KAE3<br>LEI: 254900KMIN8B894DGS50 | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.34%             | 2038-01-22      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                            | QTS 2025-1A A2                                                                                                                                         | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017962.50   | 0.24%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | IL CHICAGO WASTEWATER REV                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -5374125 | PA      | $-5374125.00  | -1.29%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                         | OH AMERICAN MUNI POWER                                                                                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Short            | RA               | CORP              | US        |  -2552900 | PA      | $-2552900.00  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Wabash National Corporation                                                       | WNC 4.5 10/15/28 144A                                                                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460584.50    | 0.11%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                   | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1074107.00   | 0.26%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALLETE INC                                                                        | ALLETE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $364571.88    | 0.09%             | 2037-07-09      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | NRG ENERGY INC                                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -338120 | PA      | $-338120.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                      | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $852499.68    | 0.20%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PROJECT ONYX I                                                                    | PROJECT ONYX I                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030047 | PA      | $1029397.40   | 0.25%             | 2030-06-26      | Floating      | 6.58%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1040000 | PA      | $-1040000.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTA ANA CALIF UNI SCH DIST                                                      | CA SAASCD 7.1 08/01/2040                                                                                                                               | CUSIP: 801155VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7785000 | PA      | $8963657.56   | 2.14%             | 2040-08-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                                    | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51961.95     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                     | FSRIA 2024-FL9 C                                                                                                                                       | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $599222.22    | 0.14%             | 2039-10-19      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BOARD OF GOVERNORS OF WAYNE STATE UNIVERSITY (MI)                                 | MI WAYHGR 3.47 11/15/2049                                                                                                                              | CUSIP: 946303C44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1030000 | PA      | $810689.31    | 0.19%             | 2049-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | BP CAPITAL MARKETS PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1180855 | PA      | $-1180855.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                        | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $258036.46    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                | SUBWAY 2024-1A A23                                                                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938125 | PA      | $971483.79    | 0.23%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | LPL HOLDINGS INC                                                                                                                                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -600438 | PA      | $-600437.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                | MTNA 6.55 11/29/27                                                                                                                                     | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $935872.20    | 0.22%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN                                                              | ID IDSSFH 5.55 07/01/2049                                                                                                                              | CUSIP: 45129Y5P7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1655000 | PA      | $1673640.43   | 0.40%             | 2049-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                                                    | AITX FINCO LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $910214.43    | 0.22%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | GXO LOGISTICS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -934875 | PA      | $-934875.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                                         | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68900 | PA      | $67751.77     | 0.02%             | 2030-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                                        | HV STRUCTURED SOLUTIONS IV                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851173 | PA      | $845517.75    | 0.20%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                                                | OBRA LONGEVITY RFF CL A NTS FUNDED                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2104996.69   | 0.50%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | BLUE OWL FINANCE LLC                                                                                                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1948438 | PA      | $-1948437.50  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| SITECORE 1L TL EUR                                                                | SITECORE 1L TL EUR                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    818085 | PA      | $914400.86    | 0.22%             | 2029-03-12      | Floating      | 4.21%                 | No            |                  3 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                         | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    161000 | PA      | $105455.00    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                         | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-261.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3527288 | PA      | $-3527287.50  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO (IL), CITY OF                                                             | IL CHIWTR 6.74 11/01/2040                                                                                                                              | CUSIP: 167736YU5<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3354480.40   | 0.80%             | 2040-11-01      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S 1L                                                       | SITECORE HOLDING III A/S 1L                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    110834 | PA      | $104852.51    | 0.03%             | 2029-03-12      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| SITECORE 1L TL USD                                                                | SITECORE 1L TL USD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   1014356 | PA      | $959609.79    | 0.23%             | 2029-03-12      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| Nippon Life Insurance Co.                                                         | NIPLIF V5.95 04/16/54 144A                                                                                                                             | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $989984.86    | 0.24%             | 2054-04-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTA ANA CALIF UNI SCH DIST                                                      | CA SAASCD 6.8 08/01/2030                                                                                                                               | CUSIP: 801155VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2245000 | PA      | $2442524.98   | 0.58%             | 2030-08-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                                                       | AP GRANGE HOLDINGS DEFERRAL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    184076 | PA      | $184075.55    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH                                                       | CT CTSHSG 6.09 11/15/2049                                                                                                                              | CUSIP: 20775HT60<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |    800000 | PA      | $825146.00    | 0.20%             | 2049-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                        | BA 3.75 02/01/50                                                                                                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    329000 | PA      | $244285.03    | 0.06%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                      | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595766.82    | 0.14%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | TD SYNNEX CORP                                                                                                                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -559625 | PA      | $-559625.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                              | CHTR 5.25 04/01/53                                                                                                                                     | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $967883.24    | 0.23%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER A                                                                  | DYAL IV ISSUER A                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $610498.58    | 0.15%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| TRTX ISSUER LTD 2025-FL6                                                          | TRTX 2025-FL6 B                                                                                                                                        | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $880629.57    | 0.21%             | 2042-09-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ILPEA                                                                             | ILPEA Term Loan B 450 2028-05-24                                                                                                                       | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |     97010 | PA      | $96707.77     | 0.02%             | 2028-06-22      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                        | OKE 5.85 11/01/64                                                                                                                                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $996298.02    | 0.24%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                 | MAPSL 2026-1A A                                                                                                                                        | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944242 | PA      | $956742.61    | 0.23%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co IV LLC                                                            | ARES 3.65 02/01/52 144A                                                                                                                                | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $1801852.63   | 0.43%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1036255.22   | 0.25%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| ARES DIRECT LENDING CLO 1 LLC                                                     | ARESDL 2024-1A B                                                                                                                                       | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250222.28    | 0.06%             | 2036-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                    | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416328.00    | 0.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                     | NRZT 2025-NQM3 A3                                                                                                                                      | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-O            | CORP              | US        |    443082 | PA      | $450250.44    | 0.11%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                        | LIBMUT 4.3 02/01/61 144A                                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1814565.19   | 0.43%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | SWISS RE FINANCE (LUXEMBOURG)                                                                                                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -969070 | PA      | $-969070.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                         | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    450000 | PA      | $481407.30    | 0.12%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                                                | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2526000.00   | 0.60%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                             | MODULA 6.125 11/30/28 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $973800.45    | 0.23%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                              | OWL 4.375 02/15/32                                                                                                                                     | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2004593.11   | 0.48%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tufts Medical Center, Inc.                                                        | TUFMED 7 01/01/38                                                                                                                                      | CUSIP: 899042AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1593187.31   | 0.38%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                   | LKQ 6.25 06/15/33                                                                                                                                      | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1006805.01   | 0.24%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                              | PANAMA 4.5 01/19/63                                                                                                                                    | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $967625.00    | 0.23%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 B                                                        | BLUE OWL GP STAKES V A-2 B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375750 | PA      | $397307.98    | 0.10%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                                                | ZEPHYR MIDCO 2 LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    900000 | PA      | $1128913.70   | 0.27%             | 2028-07-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| RL DATIX 1L REV FUNDED                                                            | RL DATIX 1L REV FUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123500 | PA      | $111755.40    | 0.03%             | 2030-10-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| MODENA BUYER LLC                                                                  | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    543125 | PA      | $476977.81    | 0.11%             | 2031-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TX DALLAS CONVENTION CNTR BAB                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -6770344 | PA      | $-6770343.75  | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                 | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206525.20    | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDICAL CENTER BUILDING CORP MISS                                                 | MS MDCEDU 2.92 06/01/2041                                                                                                                              | CUSIP: 584556GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3644890.65   | 0.87%             | 2041-06-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                 | JCPDL 2023-1A BR                                                                                                                                       | CUSIP: 46656TAW6<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000247.80   | 0.24%             | 2037-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE DIRECT LENDING CLO 2015-1R LLC                                            | CDLC 2015-1A BR                                                                                                                                        | CUSIP: 14310QAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $798495.52    | 0.19%             | 2036-07-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                           | CO COSHSG 5.5 11/01/2039                                                                                                                               | CUSIP: 19648GHU9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1286730.00   | 0.31%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                               | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202950.60    | 0.05%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                        | NRG 7.467 07/31/28                                                                                                                                     | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $958516.22    | 0.23%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                         | ECPG 9.25 04/01/29 144A                                                                                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523321.73    | 0.13%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                                                | RL DATIX CAR FACILITY 1L DDTL FUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140000.00    | 0.03%             | 2031-04-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | MA BOSTON CHILDRENS HOSP                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -3977666 | PA      | $-3977666.25  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                            | FABSJV 6.4 01/25/38                                                                                                                                    | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $598042.49    | 0.14%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY                                                               | OH OHSHSG 6.22 09/01/2055                                                                                                                              | CUSIP: 67756UEU8<br>LEI: 549300K10X7VPG6JVX38 | Long             | DBT              | MUN               | US        |    810000 | PA      | $850960.08    | 0.20%             | 2055-09-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | MA BETH ISRAEL LAHEY HEALTH                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1228780 | PA      | $-1228780.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                               | NY PORTRN 3.14 02/15/2051                                                                                                                              | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3799474.00   | 0.91%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                        | RGA V6.375 09/15/56                                                                                                                                    | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275268.94    | 0.07%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                            | Equitable Holdings Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    140000 | NS      | $2318400.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CAFL 2025-RRTL2 Issuer LP                                                         | CAFL 2025-RRTL2 A2                                                                                                                                     | CUSIP: 12770JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $655375.57    | 0.16%             | 2040-11-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CURATORS UNIV MO                                                                  | MO CURHGR 5.79 11/01/2041                                                                                                                              | CUSIP: 231266GC5<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1832353.65   | 0.44%             | 2041-11-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                  | ARETEC GROUP INC                                                                                                                                       | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    843625 | PA      | $813161.70    | 0.19%             | 2030-08-09      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                            | DAIL V6.2 PERP 144A                                                                                                                                    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $416926.00    | 0.10%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                      | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259664.34    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                 | ES V6.35 08/15/56 B                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352230.89    | 0.08%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SURF INTERNET 2026-1 A2                                                           | SURF INTERNET 2026-1 A2                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $450000.00    | 0.11%             | 2056-03-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                         | SR V6.25 06/01/56                                                                                                                                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251631.75    | 0.06%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                               | GLM 2021-9A DR                                                                                                                                         | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $803703.20    | 0.19%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| WEST VA HIGHER ED POL COMMN                                                       | WV WVSEDU 7.65 04/01/2040                                                                                                                              | CUSIP: 95639RDX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11748946.00  | 2.81%             | 2040-04-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II S.a.r.l.                                              | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $688849.25    | 0.16%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGUS LITIGATION CLAIMS 10/18/24                                                 | TARGUS LITIGATION CLAIMS 10/18/24                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17838 | NS      | $315.61       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OhioHealth Corp.                                                                  | OHCMED 2.834 11/15/41                                                                                                                                  | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229901.95    | 0.06%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                               | T                                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -712542 | PA      | $-712542.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                                                     | RL DATIX 1L TL FACILITY B GBP                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    472000 | PA      | $635972.80    | 0.15%             | 2031-04-30      | Floating      | 9.46%                 | No            |                  3 | On Loan: No      |
| OAKLAND CALIF UNI SCH DIST                                                        | CA OAKSCD 6.88 08/01/2033                                                                                                                              | CUSIP: 672325WR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10064743.00  | 2.41%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                      | T 4.625 02/15/35                                                                                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $907232.82    | 0.22%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1721875 | PA      | $-1721875.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK PARK MICH PUB SCHS                                                       | MI CSPSCD 6.3 05/01/2026                                                                                                                               | CUSIP: 205759GX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210413.55    | 0.05%             | 2026-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AUSTIN (TX), CITY OF                                                              | TX AUSFAC 2.86 11/15/2042                                                                                                                              | CUSIP: 052451BH3<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1738843.70   | 0.42%             | 2042-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                                                   | CLIFFWATER LLC 1L REV CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $27899.29     | 0.01%             | 2032-03-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                                                             | BANK OF NOVA SCOTIA                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -574062 | PA      | $-574062.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                      | NY NYC 6.38 02/01/2055                                                                                                                                 | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4289596.80   | 1.03%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH                                                       | CT CTSHSG 5.96 11/15/2040                                                                                                                              | CUSIP: 20775JBJ7<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051377.60   | 0.25%             | 2040-11-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS                                                           | INSPIRED FINCO HOLDINGS                                                                                                                                | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1179928.60   | 0.28%             | 2031-02-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                                  | INLOT F 10/15/31 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $579008.62    | 0.14%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                           | CDEL 6.78 01/13/55 144A                                                                                                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $330894.00    | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                                                  | MERLIN BUYER INC                                                                                                                                       | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    562050 | PA      | $564686.05    | 0.14%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GARLAND (TX), CITY OF                                                             | TX GARPWR 3.15 03/01/2051                                                                                                                              | CUSIP: 366133SL1<br>LEI: 549300O5KXJ5HAWVEN53 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1728611.04   | 0.41%             | 2051-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TARGA RESOURCES PARTNERS LP                                                                                                                            | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -946250 | PA      | $-946250.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                               | VLO 4 06/01/52                                                                                                                                         | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1853901.26   | 0.44%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                           | LGENSO 5.375 04/02/30 144A                                                                                                                             | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $831788.87    | 0.20%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                               | GHOST 2025-1A A                                                                                                                                        | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |    429392 | PA      | $441290.59    | 0.11%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TARGUS SELLER REP ACCOUNT 06/18/25                                                | TARGUS SELLER REP ACCOUNT 06/18/25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17838 | NS      | $1.78         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHEST 2023-1                                                                      | CHEST 2023-1                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $446406.25    | 0.11%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                            | QTSII 2025-1A A2                                                                                                                                       | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350090.65    | 0.08%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Bells                                                                     | Pacific Bells Term Loan B (Add-on) 375 2028-11-10                                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   1031229 | PA      | $1032517.75   | 0.25%             | 2028-11-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corporation                                                 | HMN 7.25 09/15/28                                                                                                                                      | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    900000 | PA      | $964341.98    | 0.23%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                        | CDW 3.569 12/01/31                                                                                                                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $744711.30    | 0.18%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Becle Sab DE CV                                                                   | JBYCMX 2.5 10/14/31 144A                                                                                                                               | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175451.80    | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                          | JBS 4.375 02/02/52                                                                                                                                     | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $948721.80    | 0.23%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                           | Asurion First-lien Term Loan B-13 425 2030-09-01                                                                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    796000 | PA      | $793413.00    | 0.19%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| OXNARD CALIF SCH DIST                                                             | CA OXNSCD 2.76 08/01/2044                                                                                                                              | CUSIP: 692020U99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1457311.03   | 0.35%             | 2044-08-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                          | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87289.39     | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                        | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1036619.00   | 0.25%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V A-2 A                                                        | BLUE OWL GP STAKES V A-2 A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374250 | PA      | $395721.92    | 0.09%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Triton Container International Ltd.                                               | TRTN 3.15 06/15/31 144A                                                                                                                                | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $601304.03    | 0.14%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | ET 6.3 01/15/56                                                                                                                                        | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202391.12    | 0.05%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                         | SPRO 2021-1A A2                                                                                                                                        | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47625 | PA      | $45524.14     | 0.01%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | ONEOK INC                                                                                                                                              | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -997500 | PA      | $-997500.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT CALIF UNI SCH DIST                                                        | CA FMTEDU 2.75 08/01/2041                                                                                                                              | CUSIP: 357155CA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $319219.04    | 0.08%             | 2041-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                      | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     19000 | NS      | $473480.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC                                            | LaserAway Term Loan B 575 2027-10-05                                                                                                                   | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |    763297 | PA      | $756618.36    | 0.18%             | 2027-10-14      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                           | CO COSHSG 5.6 11/01/2043                                                                                                                               | CUSIP: 19648GHV7<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1653305.09   | 0.40%             | 2043-11-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                              | BOOTFN L 08/30/32 3                                                                                                                                    | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000420.00   | 0.24%             | 2032-08-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1301812 | PA      | $-1301812.50  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | AMERICAN NATIONAL GROUP INC                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -447188 | PA      | $-447187.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN JOSE (CA), CITY OF                                                            | CA SJSAPT 3.29 03/01/2041                                                                                                                              | CUSIP: 798136YP6<br>LEI: 549300QHIHSH68W22O38 | Long             | DBT              | MUN               | US        |     70000 | PA      | $58119.99     | 0.01%             | 2041-03-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                             | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30910.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                                                | Pershing Square Sparc Hldgs Ltd SPECIAL PURPOSE ACQUISITION RIGHTS                                                                                     | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | Long             | EC               | CORP              | US        |     11865 | NS      | $1.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INGENOVIS HEALTH INC                                                              | Ingenovis Health Inc                                                                                                                                   | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    631710 | PA      | $173195.89    | 0.04%             | 2028-03-06      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                        | ACACN 4.625 08/15/29 144A                                                                                                                              | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $774424.08    | 0.19%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                      | MA MASDEV 3.52 10/01/2046                                                                                                                              | CUSIP: 57584YD30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1636927.43   | 0.39%             | 2046-10-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp.                                                                  | OHCMED 3.042 11/15/50 2020                                                                                                                             | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2430178.65   | 0.58%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                  | MD MCDHSG 6.04 09/01/2049                                                                                                                              | CUSIP: 57419UDH8<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2563004.00   | 0.61%             | 2049-09-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -719250 | PA      | $-719250.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes S.A.R.L                                          | TNETBB 5.5 03/01/28 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198211.39    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD                                                     | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | BM        |    259583 | PA      | $261124.09    | 0.06%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BLDG EXCELLENT SCHS TODAY                                             | CO COSEDU 6.82 03/15/2028                                                                                                                              | CUSIP: 19668QDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2639882.75   | 0.63%             | 2028-03-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                  | VBTEL 2022-1A D                                                                                                                                        | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4957184.50   | 1.19%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                               | MEDIND 5.25 10/01/29 144A                                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449964.27    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                        | OKE 6.25 10/15/55                                                                                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $937393.85    | 0.22%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                                  | INLOT 6.75 10/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $290844.62    | 0.07%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                         | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1204266.20   | 0.29%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                                                     | CTL - AZ BATTERY PROPERTY LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $691716.30    | 0.17%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Eisner Advisory Group                                                             | Eisner Advisory Group Term Loan B 400 2031-02-05                                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    915036 | PA      | $886056.70    | 0.21%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| COLLEGE LAW SAN FRANCISCO CALIF                                                   | CA HASHGR 6.09 08/01/2055                                                                                                                              | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516227.65    | 0.12%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180104 | PA      | $178404.64    | 0.04%             | 2032-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2075000 | PA      | $-2075000.00  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Grant Thornton                                                                    | Grant Thornton Term Loan B 275 2031-06-01                                                                                                              | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    628425 | PA      | $581739.31    | 0.14%             | 2031-06-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1941988.86   | 0.46%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                          | H 5.75 04/23/30                                                                                                                                        | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1155794.21   | 0.28%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MTG                                                                 | IMPRL 2022-NQM2 A3                                                                                                                                     | CUSIP: 45276PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1603745 | PA      | $1549730.48   | 0.37%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                                                              | EVERGREEN ACQCO 1 LP                                                                                                                                   | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    219000 | PA      | $218932.11    | 0.05%             | 2032-09-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV                                                                | WA WASHGR 7.1 04/01/2032                                                                                                                               | CUSIP: 9400932M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3566935.31   | 0.85%             | 2032-04-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                        | AMGN 4.4 02/22/62                                                                                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $957578.84    | 0.23%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Scientific Games Lottery                                                          | Scientific Games Lottery Term Loan B 300 2029-04-01                                                                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    592500 | PA      | $580158.23    | 0.14%             | 2029-04-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIV LLC                                                    | CERB 2023-5A C                                                                                                                                         | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1405692.82   | 0.34%             | 2036-01-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                      | AVGO 3.187 11/15/36 144A                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121476.53   | 0.27%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN                                                              | ID IDSSFH 5.71 07/01/2049                                                                                                                              | CUSIP: 45129Y7Y6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   3960000 | PA      | $3997154.30   | 0.96%             | 2049-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                      | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273458.43    | 0.07%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| National Life Insurance Co.                                                       | LIFEVT 10.5 09/15/39 144A                                                                                                                              | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1212127.01   | 0.29%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | ROGERS COMMUNICATIONS INC                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -948750 | PA      | $-948750.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                       | SVC 2023-1A B                                                                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $992951.29    | 0.24%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                 | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    266769 | PA      | $255486.27    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L DDTL FUNDED                                                   | FACILITIES GROUP 1L DDTL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485143 | PA      | $478986.81    | 0.11%             | 2027-11-30      | Floating      | 10.06%                | No            |                  3 | On Loan: No      |
| FACILITIES GROUP 1L TL                                                            | FACILITIES GROUP 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    477241 | PA      | $471185.53    | 0.11%             | 2027-11-30      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| KENTUCKY HSG CORP                                                                 | KY KYSSFH 5.9 01/01/2055                                                                                                                               | CUSIP: 491309GY0<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    445000 | PA      | $451364.97    | 0.11%             | 2055-01-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                               | RGA 6.722 05/15/55                                                                                                                                     | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $729646.67    | 0.17%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                        | HAS 6.05 05/14/34                                                                                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375823.81    | 0.09%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                                                         | MIDCAP FUNDING XLVI TRUST                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $950000.00    | 0.23%             | 2028-04-15      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| Dominion Energy Inc                                                               | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254514.25    | 0.06%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                 | DINO 6.25 01/15/35                                                                                                                                     | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052844.61   | 0.25%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                                | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1114775.87   | 0.27%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FNMA-30YR                                                                                                                                              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3858104.28   | 0.92%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                           | ALK 5.308 10/20/31 144A                                                                                                                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    600000 | PA      | $611816.90    | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                                | GLP 8.25 01/15/32 144A                                                                                                                                 | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475416.00    | 0.11%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1699688 | PA      | $-1699687.50  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $646236.83    | 0.15%             | 2039-02-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN                                                              | ID IDSSFH 6.14 07/01/2045                                                                                                                              | CUSIP: 45130BBB8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    825000 | PA      | $858191.40    | 0.21%             | 2045-07-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY N Y HEALTH CARE CORP                                             | NY WCHMED 8.57 11/01/2040                                                                                                                              | CUSIP: 957366BR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10010000 | PA      | $9670458.80   | 2.31%             | 2040-11-01      | Fixed         | 8.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047483.65   | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2024-58                                                      | MDPK 2024-58A D                                                                                                                                        | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397766.08    | 0.10%             | 2037-04-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1                                                      | YAK BLOCKER 2 LLC SERIES C-1                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5183 | NS      | $4567.37      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Keenan Fort Detrick Energy, LLC                                                   | KEENAN 4.166 11/15/48                                                                                                                                  | CUSIP: 487312AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823561.00    | 0.20%             | 2048-11-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Metis Issuer 2025-1 LLC                                                           | Metis Issuer 2025-1 LLC 6.892% NTS 15/05/2055 USD (144A)                                                                                               | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $919703.90    | 0.22%             | 2055-05-15      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | NY NYC                                                                                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3001125 | PA      | $-3001125.00  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | NUSTAR LOGISTICS LP                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -972500 | PA      | $-972500.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                    | BRITEL V4.875 11/23/81 144A                                                                                                                            | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1669608.59   | 0.40%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TX HENDRICK MED CENTER                                                                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2067862 | PA      | $-2067862.50  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE 1L EXIT TL                                                               | ACCURIDE 1L EXIT TL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    301085 | PA      | $558243.76    | 0.13%             | 2030-03-07      | Floating      | 5.81%                 | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                                                         | FTAI AIRCRAFT LEASING FUN                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1125000 | NS      | $1182742.88   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                                     | CERB 2024-1A C                                                                                                                                         | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000556.70   | 0.24%             | 2036-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV                                                                    | NV NVSSFH 5.84 10/01/2049                                                                                                                              | CUSIP: 641279XN9<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254861.90    | 0.06%             | 2049-10-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                        | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207045.20    | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | MA PORT AUTH                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2212656 | PA      | $-2212656.25  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | VFH PARENT LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -386000 | PA      | $-386000.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                 | SFRFP 6.875 07/15/32 144A                                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    685976 | PA      | $658538.83    | 0.16%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                              | STLD 5.75 05/15/55                                                                                                                                     | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999309.11    | 0.24%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -774375 | PA      | $-774375.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372577 | PA      | $383052.12    | 0.09%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OKLA                                                                   | OK UNIHSG 5.95 07/01/2049                                                                                                                              | CUSIP: 91476PD70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1528816.72   | 0.37%             | 2049-07-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1782375 | PA      | $-1782375.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2024-1 TRUST                                                                | AASET 2024-1A A1                                                                                                                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544435 | PA      | $560900.30    | 0.13%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                                                       | THUNDERBIRD 2022-1 A FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6749855.14   | 1.62%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| TULSA OKLA ARPTS IMPT TR                                                          | OK TULAPT 3.1 06/01/2045                                                                                                                               | CUSIP: 899647TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3700000 | PA      | $2900368.95   | 0.69%             | 2045-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AASET 2024-2 LTD                                                                  | AASET 2024-2A A                                                                                                                                        | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    719722 | PA      | $739596.85    | 0.18%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENT)1L TL CL USD                                                | AWAYDAY(VACATION RENT)1L TL CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116906 | PA      | $115803.30    | 0.03%             | 2032-05-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                            | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1343738.50   | 0.32%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Keenova                                                                           | Keenova                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2561 | NS      | $231258.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Women's Care                                                                      | Women's Care First-lien Term Loan 450 2028-01-03                                                                                                       | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1033457 | PA      | $966282.30    | 0.23%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                                       | XRX 10.25 10/15/30 144A                                                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $324000.00    | 0.08%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                | SUBWAY 2024-3A A23                                                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543125 | PA      | $543005.40    | 0.13%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                             | TN TNSHSG 5.98 07/01/2054                                                                                                                              | CUSIP: 88046KNH5<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511392.65    | 0.12%             | 2054-07-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COLLEGE LAW SAN FRANCISCO CALIF                                                   | CA HASHGR 5.99 08/01/2050                                                                                                                              | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $977042.23    | 0.23%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                       | SVC 2026-1A B                                                                                                                                          | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100676.04    | 0.02%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | IL STATE GO BAB                                                                                                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -919612 | PA      | $-919612.50   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| LVNV 7.80 10/26/28                                                                | LVNV 7.80 10/26/28                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $682390.79    | 0.16%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| DETROIT MICH CITY SCH DIST                                                        | MI DETSCD 6.64 05/01/2029                                                                                                                              | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2640000 | PA      | $2834952.38   | 0.68%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                               | OBX 2024-NQM6 A3                                                                                                                                       | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |    194559 | PA      | $197159.69    | 0.05%             | 2064-02-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | CA OAKLAND UNI SCH DIST                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -9575000 | PA      | $-9575000.00  | -2.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                                                     | ACCURIDE CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    403435 | NS      | $40.34        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CNO Financial Group, Inc.                                                         | CNO 6.45 06/15/34                                                                                                                                      | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    750000 | PA      | $781932.29    | 0.19%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1343988 | PA      | $-1343987.50  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                                                           | CLIFFWATER LLC 1L TL CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267975 | PA      | $267185.25    | 0.06%             | 2032-04-22      | Floating      | 9.31%                 | No            |                  3 | On Loan: No      |
| Teamsystem S.p.A                                                                  | TITANL F 07/31/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $780519.93    | 0.19%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                                                        | CAPSTONE ACQUISITION 1L TL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    913222 | PA      | $909471.67    | 0.22%             | 2029-11-12      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| ILLINOIS ST                                                                       | IL ILS 7.35 07/01/2035                                                                                                                                 | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3571429 | PA      | $3905563.93   | 0.93%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | AMGEN INC                                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -907500 | PA      | $-907500.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                     | JEF 6.2 04/14/34                                                                                                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045794.21   | 0.25%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                             | OK OKSMED 5.45 08/15/2028                                                                                                                              | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10950000 | PA      | $10930035.96  | 2.62%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                     | AHL 5.75 07/01/30                                                                                                                                      | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $131101.31    | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                                                      | YAK BLOCKER 2 LLC SERIES C-2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4791 | NS      | $4221.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nustar Logistics, L.P.                                                            | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052842.00   | 0.25%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | ILLINOIS HSG DEV AUTH 2024D                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -759500 | PA      | $-759500.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Kkr Core Holding Company Llc                                                      | Kkr Core Holding Company Llc 4% SNR NTS 12/08/2031 USD (SEC REGD)                                                                                      | CUSIP: 48255KAA4<br>LEI: 5493007DXHDGV3QWWI42 | Long             | DBT              | CORP              | KY        |   1310058 | PA      | $1237076.78   | 0.30%             | 2031-08-12      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| OAKRIDGE MICH PUB SCHS                                                            | MI OKREDU 6.75 05/01/2026                                                                                                                              | CUSIP: 673853GP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $345776.49    | 0.08%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | WV HIGHER EDU POLICY COMM BAB                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2285938 | PA      | $-2285937.50  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | FOUNDRY JV HOLDCO LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -554812 | PA      | $-554812.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9525.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1090375 | PA      | $-1090375.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Wilton Re Limited                                                                 | WILTON V6 PERP 144A                                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   1924000 | PA      | $1896314.39   | 0.45%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF REDEV AGY                                                    | CA RIVDEV 3.88 10/01/2037                                                                                                                              | CUSIP: 76913ALL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $236141.55    | 0.06%             | 2037-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH                                                                        | PAR HEALTH                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2561 | NS      | $21289.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LIMITED                                                 | NAVTR 2024-1 B                                                                                                                                         | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |    758929 | PA      | $769595.28    | 0.18%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | OHIO EDISON COMPANY                                                                                                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -964250 | PA      | $-964250.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN                                                              | ID IDSSFH 6.03 07/01/2050                                                                                                                              | CUSIP: 45130BDL4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1236264.84   | 0.30%             | 2050-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                                      | Ginkgo Bioworks Holdings Inc WT EXP 091626                                                                                                             | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9372 | NC      | $33.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -732375 | PA      | $-732375.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Start Ltd                                                                         | STARR 2018-1 A                                                                                                                                         | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    187034 | PA      | $187115.65    | 0.04%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                   | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36613.85     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KING CNTY WASH PUB HOSP DIST NO 2                                                 | WA KINMED 3.11 12/01/2044                                                                                                                              | CUSIP: 494791TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $849347.07    | 0.20%             | 2044-12-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                         | SUN 4.625 05/01/30 144A                                                                                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293534.75    | 0.07%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                      | SWTCH 2024-1A A2                                                                                                                                       | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151902.80    | 0.04%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| UBS AG ZURICH PUT .64 CHF TECAN CH                                                | UBS AG ZURICH PUT .64 CHF TECAN CH                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23730 | NS      | $2.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HighTower                                                                         | HighTower Term Loan B 275 2032-02-01                                                                                                                   | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    342018 | PA      | $336675.75    | 0.08%             | 2032-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                | OBX 2024-NQM5 M1                                                                                                                                       | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756279.53    | 0.18%             | 2064-01-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX 6.2 09/15/55                                                                                                                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1625601.18   | 0.39%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L 12/25                                   | Higginbotham Insurance Agency Inc - TL 1L 12/25                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985031 | PA      | $982568.67    | 0.24%             | 2031-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | TX DALLAS FORT WORTH AIRPORT                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -3512300 | PA      | $-3512300.00  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| MORENO VALLEY UNIFIED SCHOOL DISTRICT (CA)                                        | CA MVYSCD 3.82 08/01/2044                                                                                                                              | CUSIP: 616871MF3<br>LEI: 549300G4WBO7HSZKUD51 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1720824.60   | 0.41%             | 2044-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                               | KMI 5.2 06/01/33                                                                                                                                       | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417406.10    | 0.10%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                 | LPLA 6 05/20/34                                                                                                                                        | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229248.45    | 0.05%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYAL III SERIES B ISSUER B                                                        | DYAL III SERIES B ISSUER B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $459338.88    | 0.11%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                                                     | RL DATIX 1L TL FACILITY B USD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    140000 | PA      | $140000.00    | 0.03%             | 2031-04-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| IOWA FIN AUTH                                                                     | IA IASSFH 5.92 07/01/2049                                                                                                                              | CUSIP: 46247EAY1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    500000 | PA      | $513957.40    | 0.12%             | 2049-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                        | ANZ V2.57 11/25/35 144A                                                                                                                                | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $182871.48    | 0.04%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                                           | FMMHR 2015-R1 XA2                                                                                                                                      | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |   8955483 | PA      | $505459.11    | 0.12%             | 2052-10-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319670 | PA      | $306684.41    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                       | CAUTO 2023-1A A2                                                                                                                                       | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976667 | PA      | $983068.82    | 0.24%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | REYNOLDS AMERICAN INC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1063220 | PA      | $-1063219.50  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                       | OAKC 2012-7A ER4                                                                                                                                       | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $281082.93    | 0.07%             | 2038-02-22      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1027000 | PA      | $-1027000.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP                                                                 | KY KYSSFH 6.07 07/01/2045                                                                                                                              | CUSIP: 491309NM8<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    250000 | PA      | $258117.18    | 0.06%             | 2045-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES LIMITED                                                             | IL STATE GO BAB 2010                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -2207056 | PA      | $-2207056.25  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | STEEL DYNAMICS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -912500 | PA      | $-912500.00   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 46(M) LTD                                              | GOCAP 2019-46A CR                                                                                                                                      | CUSIP: 38178UAE9<br>LEI: 25490039QWFXO8F0DR53 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499452.90    | 0.12%             | 2037-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    469444 | PA      | $465014.62    | 0.11%             | 2032-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                              | OR 2024-16A C                                                                                                                                          | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600605.88    | 0.14%             | 2036-04-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | ORACLE CORPORATION                                                                                                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |   -231250 | PA      | $-231250.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS                                                 | TX TXSSFH 6.05 07/01/2045                                                                                                                              | CUSIP: 882750K84<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257848.93    | 0.06%             | 2045-07-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN                                                         | MO MOSSFH 5.87 11/01/2055                                                                                                                              | CUSIP: 60637GNK1<br>LEI: 5493007FBL7WCV3NKY25 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1268126.00   | 0.30%             | 2055-11-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                             | TN TNSHSG 5.95 07/01/2050                                                                                                                              | CUSIP: 88046KRU2<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $509857.60    | 0.12%             | 2050-07-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                          | VA VASHSG 5.57 10/01/2049                                                                                                                              | CUSIP: 92812U5G9<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1721150.38   | 0.41%             | 2049-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | LKQ CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -720900 | PA      | $-720900.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                   | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146764.24    | 0.04%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd / LLC                                                  | FCBSL 2022-2A CR                                                                                                                                       | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $652787.92    | 0.16%             | 2033-10-18      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Clo 69(M)                                                  | GOCAP 2023-69A DR                                                                                                                                      | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1628916.63   | 0.39%             | 2038-11-09      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP                                                              | FL FLSHSG 6.25 07/01/2038                                                                                                                              | CUSIP: 34074MY70<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |   1095000 | PA      | $1163587.95   | 0.28%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                     | ARESDL 2025-2A D                                                                                                                                       | CUSIP: 039960AJ8<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $984170.20    | 0.24%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Limited                                                           | MBNAU 9.5 06/24/19 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     96316 | PA      | $240.79       | 0.00%             | 2019-06-24      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                             | NEENST 9.75 07/15/28 144A                                                                                                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579312.50    | 0.14%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Baylor College of Medicine                                                        | BAYLOR 5.259 11/15/46                                                                                                                                  | CUSIP: 07284RAA0<br>LEI: 5493006UKJHZXSM3H989 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563393.37    | 0.13%             | 2046-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SAN JOSE EVERGREEN CALIF CMNTY COLLEGE DIST                                       | CA SJSHGR 3.06 09/01/2045                                                                                                                              | CUSIP: 798189RS7<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1141203.30   | 0.27%             | 2045-09-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Gibson Brands                                                                     | Gibson Brands Term Loan B 500 2028-06-12                                                                                                               | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |    480000 | PA      | $438201.60    | 0.10%             | 2028-08-14      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| BXHPP LTD                                                                         | BXHPP 2021-FILM C                                                                                                                                      | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1087500.00   | 0.26%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                   | CVI 5.75 02/15/28 144A                                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54901.20     | 0.01%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78747.08     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SunSource Holdings                                                                | STS OPERATING INC                                                                                                                                      | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    750000 | PA      | $748687.50    | 0.18%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                                                            | STOLTHAVEN HOUSTON INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $399589.90    | 0.10%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3698925 | PA      | $-3698925.00  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                         | CAD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $265.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                               | MQGAU V3.052 03/03/36 144A                                                                                                                             | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1106886.54   | 0.26%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                               | NATMUT 6.75 05/15/37                                                                                                                                   | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    795000 | PA      | $803343.53    | 0.19%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | AS MILEAGE PLAN IP LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -546307 | PA      | $-546306.91   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                           | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306101.58    | 0.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                             | MACQUARIE BANK LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -994284 | PA      | $-994284.00   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                        | TVA 4.25 09/15/65                                                                                                                                      | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4800000 | PA      | $4106990.40   | 0.98%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H                                                             | NH NHSMED 3.27 05/01/2051                                                                                                                              | CUSIP: 63609WAR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4800000 | PA      | $3427575.36   | 0.82%             | 2051-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                        | PRU V5.125 03/01/52                                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1179242.28   | 0.28%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                                                         | FTAI AIRCRAFT LEASING UNF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375000 | NS      | $37.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                        | BSPRT 2025-FL12 C                                                                                                                                      | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351365.07    | 0.08%             | 2043-01-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                    | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-169.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | JBS USA LUX SA/JBS FOOD CO/JBS                                                                                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -745604 | PA      | $-745603.60   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                                               | RECESS HOLDINGS INC                                                                                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    885549 | PA      | $887027.66    | 0.21%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN 24 LTD/LLC                                                          | GLM 2025-24A E                                                                                                                                         | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $425943.81    | 0.10%             | 2038-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS FOR THE OKLAHOMA AGRICULTURAL AND MECHANICAL COLLEGES (THE) (OK) | OK OKSHGR 4.13 08/01/2048                                                                                                                              | CUSIP: 679191GZ3<br>LEI: 254900M845UI413F1O58 | Long             | DBT              | MUN               | US        |    150000 | PA      | $128015.93    | 0.03%             | 2048-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Maple Grove Funding Trust I                                                       | LIFEVT 4.161 08/15/51                                                                                                                                  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1846797.00   | 0.44%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP                                                                 | KY KYSSFH 6.21 07/01/2050                                                                                                                              | CUSIP: 491309MJ6<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515022.95    | 0.12%             | 2050-07-01      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                      | GRFSM 3.875 10/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117353.12    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                                                   | KROLL (DEERFIELD) 1L TLB CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1008403 | PA      | $1004722.51   | 0.24%             | 2032-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | LG ENERGY SOLUTION LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -756633 | PA      | $-756632.86   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| DETROIT MICH CITY SCH DIST                                                        | MI DETSCD 7.75 05/01/2039                                                                                                                              | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2815098.24   | 0.67%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -260 | NC      | $-24375.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MADISON OHIO LOC SCH DIST RICHLAND CNTY                                           | OH MADSCD 6.65 12/01/2029                                                                                                                              | CUSIP: 558090HQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2505272.50   | 0.60%             | 2029-12-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                  | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $520861.00    | 0.12%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                                           | TD Securities                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1629875 | PA      | $-1629875.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                                                | KROLL (DEERFIELD) 1L CL REV UNFUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100000.00    | 0.02%             | 2032-09-13      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                                | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1036255.22   | 0.25%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                          | FLTR 6.375 04/29/29 144a                                                                                                                               | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1027497.00   | 0.25%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                   | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    382063 | PA      | $394765.13    | 0.09%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DYAL IV ISSUER B                                                                  | DYAL IV ISSUER B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $328730.01    | 0.08%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| Whirlpool Corp.                                                                   | WHR 4.7 05/14/32                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91025.64     | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LLC                                                 | MCMLT 2024-RS1 A1                                                                                                                                      | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465444 | PA      | $445903.40    | 0.11%             | 2069-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer