# EDGAR Filing Document

**Accession Number:** 0000217087
**File Stem:** 0000940400-26-009033
**Filing Date:** 2026-2
**Character Count:** 105580
**Document Hash:** 56d83872c1c3c4210fe50e803184e980
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-009033.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0000940400-26-009033

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Variable Funds Trust
- **CENTRAL INDEX KEY:** 0000217087

**ORGANIZATION NAME:**
- **EIN:** 480873454
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02753
- **FILM NUMBER:** 26698649

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SBL FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### SERIES F (FLOATING RATE STRATEGIES SERIES) (Series ID: S000040553)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000125779 | A            |  |

## 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 Variable Funds Trust

- **b. Investment Company Act file number:** 811-02753

- **c. CIK number of Registrant:** 0000217087

- **d. LEI of Registrant:** 549300QDJHZ1HF5UC735

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

  - **Street Address 1:** 702 King Farm Blvd.

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Series F (Floating Rate Strategies Series)

- **b. EDGAR series identifier (if any):** S000040553

- **c. LEI of Series:** 549300JCHW1MWENDS812

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $48800335.55

**Total Liabilities:** $1688422.09

**Net Assets:** $47111913.46

**Cash Not Reported:** $183725.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 450.11281173 | **1-Year:** 1.10749303 | **5-Year:** 35.61647388 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 4161.50379120 | **1-Year:** 794.72378605 | **5-Year:** 1915.88624069 | **10-Year:** 184.08134735 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125779 | 0.17%                | 0.26%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3502.63                | $-183497.92                                |
| Month 2  | $-11023.73               | $-118033.68                                |
| Month 3  | $-17268.00               | $50779.65                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                 | USD/EUR FORWARD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICE                 | Osmose Utilities Services Inc            | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |     44657 | PA      | $43792.27     | 0.09%             | 2028-06-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| AEGION CORP                              | AEGION CORP                              | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    186140 | PA      | $186838.22    | 0.40%             | 2028-05-17      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS INC                   | EP WEALTH ADVISORS INC                   | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |     41000 | PA      | $41102.50     | 0.09%             | 2032-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO                           | ORION US FINCO                           | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110446.60    | 0.23%             | 2032-10-12      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                        | EMRLD BORROWER LP                        | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    268182 | PA      | $268576.13    | 0.57%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING INC                       | LUMEXA IMAGING INC                       | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |     75000 | PA      | $75328.50     | 0.16%             | 2032-12-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                        | EAGLE PARENT CORP                        | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    216563 | PA      | $216755.24    | 0.46%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                  | UGI ENERGY SERVICES LLC                  | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    276629 | PA      | $277320.68    | 0.59%             | 2030-02-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                   | BP HOLDCO LLC (ASPECT)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11609 | NS      | $9489.68      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PIONEER ACQUISITIONCO LL                 | PIONEER ACQUISITIONCO LL                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90337.50     | 0.19%             | 2032-10-27      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                   | ASPHALT ATD HOLDCO LLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23999 | NS      | $42718.22     | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                 | ABG INTERMEDIATE HLDGS 2                 | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    199000 | PA      | $199000.00    | 0.42%             | 2032-02-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                         | MERLIN BUYER INC                         | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |    212089 | PA      | $213879.35    | 0.45%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                           | FRONERI US INC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    386973 | PA      | $386539.86    | 0.82%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    139198 | PA      | $139553.08    | 0.30%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt                             | Mallinckrodt                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $27421.32     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| CCC INTELLIGENT SOLUTION                 | CCC INTELLIGENT SOLUTIONS INC            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |     13000 | PA      | $13032.50     | 0.03%             | 2032-01-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                 | MI WINDOWS AND DOORS LLC                 | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    154294 | PA      | $154246.29    | 0.33%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                   | COLOSSUS ACQUIRECO LLC                   | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    303200 | PA      | $302821.00    | 0.64%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                   | FINANCIERE MENDEL SASU                   | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     94050 | PA      | $94480.75     | 0.20%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                             | PETSMART INC                             | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    493136 | PA      | $490517.00    | 1.04%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP                           | CORE & MAIN LP                           | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    245644 | PA      | $245643.75    | 0.52%             | 2031-02-10      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                | GO DADDY OPERATING CO LLC                | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    225510 | PA      | $225776.26    | 0.48%             | 2029-11-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                 | ALTERRA MOUNTAIN COMPANY                 | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    239053 | PA      | $239650.96    | 0.51%             | 2028-08-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD          | COGNITA (LERNEN) 1L TLB3 CL USD          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119401 | PA      | $119550.00    | 0.25%             | 2031-10-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                   | HOBBS & ASSOCIATES LLC                   | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |    213621 | PA      | $213420.56    | 0.45%             | 2031-07-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                       | CUBE A&D BUYER INC                       | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    173211 | PA      | $174221.20    | 0.37%             | 2031-10-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                      | BUCKEYE PARTNERS LP                      | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    123005 | PA      | $123605.64    | 0.26%             | 2032-11-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                 | FERTITTA ENTERTAINMENT L                 | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     98718 | PA      | $98667.60     | 0.21%             | 2029-01-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                 | SGH2 LLC                                 | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108229 | PA      | $108499.32    | 0.23%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                           | 1261229 BC LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    108455 | PA      | $105703.50    | 0.22%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                    | QUIKRETE HOLDING 01/30/32                | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     64512 | PA      | $64697.01     | 0.14%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MIDWEST PHYSICIAN ADMINS                 | MIDWEST PHYSICIAN ADMINS                 | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |    132303 | PA      | $119771.57    | 0.25%             | 2028-03-13      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                         | UFC HOLDINGS LLC                         | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84364 | PA      | $84702.70     | 0.18%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                              | RED SPV LLC                              | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96880 | PA      | $96839.48     | 0.21%             | 2032-03-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| THEVELIA US LLC                          | THEVELIA US LLC                          | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250959 | PA      | $251586.19    | 0.53%             | 2029-06-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                     | BOOTS GROUP FINCO LP                     | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    152100 | PA      | $152796.62    | 0.32%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                 | QXO BUILDING PRODUCTS INC                | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     35889 | PA      | $35974.66     | 0.08%             | 2032-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                           | ARCIS GOLF LLC                           | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    248247 | PA      | $248557.64    | 0.53%             | 2028-11-24      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                             | OPENLANE INC                             | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     65000 | PA      | $64959.70     | 0.14%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                        | AMSPEC PARENT LLC                        | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    199891 | PA      | $199890.69    | 0.42%             | 2031-12-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                     | Ingenovis Health Inc                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430044 | PA      | $115036.87    | 0.24%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| KESTRA ADVISOR SERVICES                  | KESTRA ADVISOR SERVICES                  | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |     80000 | PA      | $80077.60     | 0.17%             | 2031-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                       | ARDONAGH GROUP FINCO PTY LTD             | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    272436 | PA      | $271586.39    | 0.58%             | 2031-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF  | State Street Blackstone Senior Loan ETF  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | PF                | US        |     10447 | NS      | $431147.69    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNASTY ACQUISITION CO I                 | DYNASTY ACQUISITION CO INC               | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    126835 | PA      | $127253.80    | 0.27%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                    | MCGRAW-HILL EDUCATION                    | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    148637 | PA      | $149805.33    | 0.32%             | 2031-08-06      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GALAXY US OPCO INC                       | GALAXY US OPCO INC                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248511 | PA      | $238126.09    | 0.51%             | 2029-04-30      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                    | SS&C TECHNOLOGIES INC                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    121982 | PA      | $122646.86    | 0.26%             | 2031-05-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                           | 1011778 BC ULC                           | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    473376 | PA      | $473522.73    | 1.01%             | 2030-09-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                   | BLACKSTONE MTG TR INC                    | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |     50000 | PA      | $50000.00     | 0.11%             | 2032-12-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                         | API GROUP DE INC                         | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    152912 | PA      | $153421.37    | 0.33%             | 2029-01-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                 | GIP PILOT ACQUISITION PA                 | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    491069 | PA      | $491598.98    | 1.04%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                 | EISNER ADVISORY GROUP LL                 | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    137220 | PA      | $137992.61    | 0.29%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                            | FRONTDOOR INC                            | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |     94916 | PA      | $95390.93     | 0.20%             | 2031-12-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                               | USI INC/NY                               | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    203201 | PA      | $203599.53    | 0.43%             | 2029-11-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                       | PRO MACH GROUP INC                       | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    110000 | PA      | $110662.20    | 0.23%             | 2032-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                  | GRANT THORNTON ADVISORS                  | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    406907 | PA      | $407232.55    | 0.86%             | 2031-05-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR              | PRIME SECURITY SERVICES BOR              | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    246084 | PA      | $246329.80    | 0.52%             | 2030-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                 | BOOST NEWCO BORROWER LLC                 | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    267392 | PA      | $267560.37    | 0.57%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISOR                 | CITRIN COOPERMAN ADVISOR                 | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      4545 | PA      | $4556.81      | 0.01%             | 2032-04-01      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                     | EVERGREEN ACQCO 1 LP                     | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |    121667 | PA      | $122153.33    | 0.26%             | 2032-09-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                    | BLACKFIN PIPELINE LLC                    | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    186000 | PA      | $186154.38    | 0.40%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVACORD (JONES) 1L TL CL USD            | NAVACORD (JONES) 1L TL CL USD            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50000.00     | 0.11%             | 2032-12-09      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                 | CLEARWATER ANALYTICS LLC                 | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     50000 | PA      | $49906.50     | 0.11%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                           | VFH PARENT LLC                           | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    175000 | PA      | $175364.00    | 0.37%             | 2031-06-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                    | DK CROWN HOLDINGS INC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173631 | PA      | $173599.57    | 0.37%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                   | AI AQUA MERGER SUB INC                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    497500 | PA      | $498410.43    | 1.06%             | 2028-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                  | SWEETWATER BORROWER LLC                  | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    223222 | PA      | $224338.28    | 0.48%             | 2028-08-07      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS 1L TLB CL        | ORION ADVISOR SOLUTIONS 1L TLB CL        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246651 | PA      | $248088.73    | 0.53%             | 2030-09-09      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                 | Virgin Media Bristol LLC                 | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    400406 | PA      | $396173.53    | 0.84%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| WHITEWATERMATTERHORNHO                   | WHITEWATERMATTERHORNHO                   | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |     95000 | PA      | $95281.20     | 0.20%             | 2032-06-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                           | RESONETICS LLC                           | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |    167160 | PA      | $167327.16    | 0.36%             | 2031-06-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III                   | PAINT INTERMEDIATE III                   | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    230000 | PA      | $230862.50    | 0.49%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                           | JOHN BEAN TECHNOLOGIES CORP              | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |    104212 | PA      | $104342.77    | 0.22%             | 2032-01-02      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS              | XPLORE INC - SYNDICATED LNS              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3953 | NS      | $5999.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                  | IMAGEFIRST HOLDINGS LLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189525 | PA      | $189407.49    | 0.40%             | 2032-03-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                     | EPICOR SOFTWARE CORP                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    105483 | PA      | $105766.76    | 0.22%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ASCENSUS HOLDINGS INC                    | ASCENSUS HOLDINGS INC                    | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39930.00     | 0.08%             | 2028-08-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | QUIKRETE HOLDINGS INC                    | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     42599 | PA      | $42741.14     | 0.09%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                      | PEER HOLDING III BV                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    242550 | PA      | $243408.63    | 0.52%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                        | Polaris Newco LLC                        | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    102724 | PA      | $98911.12     | 0.21%             | 2028-06-05      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                       | BHN MERGER SUB INC                       | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    156197 | PA      | $156782.99    | 0.33%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                        | XEROX CORPORATION                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    314548 | PA      | $268151.77    | 0.57%             | 2029-11-19      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                    | CITADEL SECURITIES LP                    | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    351098 | PA      | $352811.04    | 0.75%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                      | ASCEND LEARNING LLC                      | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    495604 | PA      | $496754.04    | 1.05%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL ENTERTAINM                 | INTERNATIONAL ENTERTAINMENT JJCO US LLC  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164588 | PA      | $162941.63    | 0.35%             | 2032-04-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                     | SPEEDSTER BIDCO GMBH                     | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    241520 | PA      | $241579.97    | 0.51%             | 2031-12-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                    | TIGER ACQUISITION LLC                    | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    134662 | PA      | $134999.16    | 0.29%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                    | CAPSTONE BORROWER INC                    | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    243910 | PA      | $243524.86    | 0.52%             | 2030-06-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CALPINE CONSTRUCTION FIN                 | CALPINE CONSTRUCTION FINANCE CO LP       | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    497500 | PA      | $497733.83    | 1.06%             | 2030-07-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                               | XPLORE INC                               | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     20220 | PA      | $18737.50     | 0.04%             | 2029-10-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY                  | BURLINGTON COAT FACTORY WAREHOUSE CORP   | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    496231 | PA      | $496643.03    | 1.05%             | 2031-09-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                              | SCIL IV LLC                              | CUSIP: 000000000<br>LEI: 984500E0P46NA78BDF93 | Long             | LON              | CORP              | US        |    110000 | PA      | $110137.50    | 0.23%             | 2032-10-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVIC                 | GFL ENVIRONMENTAL SERVIC                 | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |     89725 | PA      | $89994.30     | 0.19%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| WEX INC                                  | WEX INC                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    209539 | PA      | $209964.41    | 0.45%             | 2028-04-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                     | ARAMARK SERVICES INC                     | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    126557 | PA      | $126822.86    | 0.27%             | 2030-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                  | BELRON FINANCE 2019 LLC                  | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197508 | PA      | $198495.04    | 0.42%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                 | ECOVYST CATALYST TECHNOL                 | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |     69823 | PA      | $69860.94     | 0.15%             | 2031-06-12      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                    | CAESARS ENTERTAIN INC                    | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    202210 | PA      | $200390.44    | 0.43%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AAL DELAWARE HOLDCO INC                  | AAL DELAWARE HOLDCO INC                  | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248744 | PA      | $249736.21    | 0.53%             | 2031-07-30      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                      | STATION CASINOS LLC                      | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    129343 | PA      | $129683.60    | 0.28%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                 | GrafTech Global Enterprises Inc          | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78300.00     | 0.17%             | 2029-12-23      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                  | BROWN GROUP HOLD 07/01/31                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     99246 | PA      | $99690.86     | 0.21%             | 2031-07-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                   | ATHENAHEALTH GROUP INC                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    248125 | PA      | $248383.05    | 0.53%             | 2029-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                 | APRO LLC                                 | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    148125 | PA      | $148726.39    | 0.32%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS LP ASPECT        | VECTOR PHOENIX HOLDINGS LP ASPECT        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11609 | NS      | $1.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS                  | TOPGOLF CALLAWAY BRANDS CORP             | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    468675 | PA      | $469649.46    | 1.00%             | 2030-03-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                           | OWENS-BROCKWAY                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165800 | PA      | $166992.10    | 0.35%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                          | TRIPADVISOR INC                          | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    118797 | PA      | $114193.60    | 0.24%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                 | USD/CAD FORWARD                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                 | US FERTILITY ENTERPRISES LLC             | CUSIP: 90356EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86842 | PA      | $87059.22     | 0.18%             | 2032-12-10      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                | MINERALS TECHNOLOGIES INC                | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    148500 | PA      | $148871.25    | 0.32%             | 2031-11-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                             | DAYFORCE INC                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79714.40     | 0.17%             | 2032-10-07      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                           | SAZERAC CO INC                           | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    100565 | PA      | $100663.02    | 0.21%             | 2032-07-09      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                 | STARWOOD PROPERTY MORTGA                 | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    128969 | PA      | $128969.42    | 0.27%             | 2030-01-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                | CORPAY TECHNOLOGIES OPERATING CO LLC     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    227750 | PA      | $227872.73    | 0.48%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WHITEWATER WHISTLER HOLD                 | WHITEWATER WHISTLER HOLD                 | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |    151260 | PA      | $150629.07    | 0.32%             | 2030-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                  | TORTUGA RESORTS GHD LLC                  | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    245250 | PA      | $241877.81    | 0.51%             | 2032-12-30      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BIP PIPECO HOLDINGS LLC                  | AL NGPL FUND VIII FUNDIN                 | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |     90628 | PA      | $90741.44     | 0.19%             | 2030-12-09      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                          | APPLE BIDCO LLC                          | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    128700 | PA      | $129325.48    | 0.27%             | 2031-09-23      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                           | SABRE GLBL INC                           | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     42528 | PA      | $37424.76     | 0.08%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                          | GEN DIGITAL INC                          | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    207244 | PA      | $207473.59    | 0.44%             | 2029-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                      | WALKER & DUNLOP INC                      | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75701 | PA      | $75985.12     | 0.16%             | 2032-03-15      | Floating      | 5.73%                 | No            |                  3 | On Loan: No      |
| PUSHPAY USA INC                          | PUSHPAY USA INC                          | CUSIP: 000000000<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |    257337 | PA      | $256372.43    | 0.54%             | 2031-08-18      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Guggenheim Floating Rate Strategies Fund | Guggenheim Floating Rate Strategies Fund | CUSIP: 40168W715<br>LEI: 549300S6HWVOLKKKXK38 | Long             | EC               | RF                | US        |     94509 | NS      | $2217191.37   | 4.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON HOLDCO INC                        | AMAZON HOLDCO INC                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    408940 | PA      | $409578.19    | 0.87%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                 | Acadia Healthcare Co Inc                 | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105911.97    | 0.22%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                   | ASPHALT ATD HOLDCO LLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1071 | NS      | $5.82         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSNETWORK LLC                         | TRANSNETWORK LLC                         | CUSIP: 000000000<br>LEI: 549300QF18JL5NEFRT47 | Long             | LON              | CORP              | US        |     91139 | PA      | $86126.14     | 0.18%             | 2030-12-30      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                 | LIQUID TECH SOLUTIONS HO                 | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    185960 | PA      | $186424.65    | 0.40%             | 2032-10-12      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                    | JEFFERIES FINANCE LLC                    | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    119345 | PA      | $118449.80    | 0.25%             | 2031-10-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TECHNOLOGY HO                 | WORLD WIDE TECHNOLOGY HO                 | CUSIP: 000000000<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |     69301 | PA      | $69344.54     | 0.15%             | 2030-03-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                         | KNIFE RIVER HOLD CO                      | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41836 | PA      | $41975.48     | 0.09%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| FLUIDRA FINCO SL                         | FLUIDRA FINCO SL                         | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |    160677 | PA      | $161279.87    | 0.34%             | 2029-01-29      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                 | WAYSTAR TECHNOLOGIES INC                 | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     82184 | PA      | $82594.90     | 0.18%             | 2029-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                        | UPBOUND GROUP INC                        | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |    246148 | PA      | $247379.19    | 0.53%             | 2032-08-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                  | DEL MONTE FOODS CORP II                  | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158815 | PA      | $4764.45      | 0.01%             | 2028-08-02      | Floating      | 12.47%                | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                      | CONAIR HOLDINGS LLC                      | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    440213 | PA      | $225609.06    | 0.48%             | 2028-05-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION                   | STUDENT TRANSPORTATION                   | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |     64838 | PA      | $64945.78     | 0.14%             | 2032-06-24      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                  | PACIFIC DENTAL SERVICES                  | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    127882 | PA      | $128304.91    | 0.27%             | 2031-03-17      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| DERMATOLOGY INTERMEDIATE                 | DERMATOLOGY INTERMEDIATE                 | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    450439 | PA      | $433737.19    | 0.92%             | 2029-04-02      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                  | PARK RIVER HOLDINGS INC                  | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    110000 | PA      | $110526.90    | 0.23%             | 2031-03-17      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| API HEAT TRANSFER PARENT LLC             | API HEAT TRANSFER PARENT LLC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $160368.83    | 0.34%             |  |  |  | No            |                  3 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                 | MIDCONTINENT COMMUNICATIONS              | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |    247500 | PA      | $246418.43    | 0.52%             | 2031-08-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TRANSDIGM INC                            | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    193315 | PA      | $193971.80    | 0.41%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT PVE NPV PFD                 | MALLINCKRODT PVE NPV PFD                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |  12256716 | NS      | $12.26        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CNT HOLDINGS I CORP                      | CNT HOLDINGS I CORP                      | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     27431 | PA      | $27484.02     | 0.06%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                  | DEL MONTE FOODS CORP II INC              | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100462 | PA      | $46212.50     | 0.10%             | 2028-08-02      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                        | FUGUE FINANCE LLC                        | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    273051 | PA      | $273733.23    | 0.58%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                 | ALTERRA MOUNTAIN COMPANY                 | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    198006 | PA      | $198748.77    | 0.42%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                               | CVR CHC LP                               | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48231 | PA      | $48270.80     | 0.10%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOG                 | POINTCLICKCARE TECHNOLOGIES INC          | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    104214 | PA      | $104257.58    | 0.22%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                        | IRON MOUNTAIN INC                        | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    383681 | PA      | $383201.51    | 0.81%             | 2031-01-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| IMC GLOBAL HOLDINGS LLC                  | IMC GLOBAL HOLDINGS LLC                  | CUSIP: 000000000<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |     84575 | PA      | $85156.88     | 0.18%             | 2032-06-21      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                        | PACIFIC BELLS LLC                        | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |     64838 | PA      | $65026.83     | 0.14%             | 2028-11-10      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                         | PREGIS TOPCO LLC                         | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    171163 | PA      | $172477.50    | 0.37%             | 2029-02-01      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| SPRING EDUCATION GROUP                   | SPRING EDUCATION GROUP                   | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143150 | PA      | $143753.75    | 0.31%             | 2030-10-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL                 | WHITEWATER DBR HOLDCO LL                 | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |    108628 | PA      | $109170.89    | 0.23%             | 2031-03-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                          | IVI AMERICA LLC                          | CUSIP: 45073SAD7<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    255329 | PA      | $257165.09    | 0.55%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PAREXEL INTL CORP                        | PAREXEL INTL CORP                        | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     75000 | PA      | $75203.25     | 0.16%             | 2031-12-12      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                        | PAR PETROLEUM LLC                        | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    262568 | PA      | $263718.45    | 0.56%             | 2030-02-28      | Floating      | 7.24%                 | No            |                  3 | On Loan: No      |
| HIGHTOWER HOLDING LLC                    | HIGHTOWER HOLDING LLC                    | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    253725 | PA      | $253884.85    | 0.54%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                      | AL GCX HOLDINGS LLC                      | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    140000 | PA      | $140088.20    | 0.30%             | 2032-12-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| ENGINEERING RESEARCH AND                 | ENGINEERING RESEARCH AND                 | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148500 | PA      | $103950.00    | 0.22%             | 2031-08-29      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| FLUTTER ENTERTAINMENT PL                 | FLUTTER ENTERTAINMENT PLC                | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    431200 | PA      | $430479.90    | 0.91%             | 2030-11-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                 | HNI CORP                                 | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |     88000 | PA      | $88220.00     | 0.19%             | 2032-12-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                        | PRIMO BRANDS CORP                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    387090 | PA      | $388026.72    | 0.82%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                 | LIQUID TECH SOLUTIONS HO                 | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     19040 | PA      | $19087.85     | 0.04%             | 2032-10-12      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTA                 | ENTAIN HOLDINGS GIBRALTA                 | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    298811 | PA      | $296757.72    | 0.63%             | 2029-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                   | AS MILEAGE PLAN IP LTD                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    404604 | PA      | $406291.67    | 0.86%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISOR                 | CITRIN COOPERMAN ADVISOR                 | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    110455 | PA      | $110730.68    | 0.24%             | 2032-04-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                 | DYNASTY ACQUISITION CO INC               | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     48244 | PA      | $48403.27     | 0.10%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTL                       | MICHAEL BAKER INTL                       | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279052 | PA      | $279400.48    | 0.59%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                               | XPLORE INC                               | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |     70157 | PA      | $42094.16     | 0.09%             | 2031-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                           | SABRE GLBL INC                           | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     32408 | PA      | $28842.74     | 0.06%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                 | Cobham Ultra US Co-Borrower LLC          | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |    317881 | PA      | $318675.33    | 0.68%             | 2029-08-06      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                   | CLOUD SOFTWARE GRP INC                   | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     59850 | PA      | $59887.71     | 0.13%             | 2032-08-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                       | HUNTER DOUGLAS INC                       | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    183492 | PA      | $184179.97    | 0.39%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH              | SUNRISE FINANCING PARTNERSH              | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    304199 | PA      | $305077.92    | 0.65%             | 2032-02-17      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LP                  | HARBOURVEST PARTNERS LP                  | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |    234939 | PA      | $234939.21    | 0.50%             | 2030-04-22      | Floating      | 5.92%                 | No            |                  3 | On Loan: No      |
| REVERB BUYER INC                         | Reverb Buyer Inc                         | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    481694 | PA      | $101690.46    | 0.22%             | 2028-11-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                               | AIR CANADA                               | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    246859 | PA      | $248093.60    | 0.53%             | 2031-03-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federated U.S. Treasury Cash Reserves    | Federated U.S. Treasury Cash Reserves    | CUSIP: 60934N682<br>LEI: 25490003NTA1P9CI5X97 | Long             | EC               | RF                | US        |   1237811 | NS      | $1237811.01   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING INC                     | CENGAGE LEARNING INC                     | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    201974 | PA      | $202654.21    | 0.43%             | 2031-03-24      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER                    | GTCR EVEREST BORROWER                    | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74401 | PA      | $74648.88     | 0.16%             | 2031-09-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN                 | CONSTRUCTION PARTNERS INC                | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     94050 | PA      | $94637.81     | 0.20%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL               | MANNINGTON MILLS 1L TLB CL               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97971 | PA      | $96991.12     | 0.21%             | 2032-03-07      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                    | Venture Global Plaquemines LNG LLC       | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183302.00    | 0.39%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                              | ASURION LLC                              | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    238912 | PA      | $238799.46    | 0.51%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| RING CONTAINER TECHNOLOG                 | RING CONTAINER TECHNOLOGIES GROUP LLC    | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |    124587 | PA      | $124870.21    | 0.27%             | 2032-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                      | DXP ENTERPRISES INC/TX                   | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255172 | PA      | $257022.50    | 0.55%             | 2030-10-07      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                        | EUR/USD FORWARD                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $197.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIRYLAND USA CORP                       | DAIRYLAND USA CORP                       | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164167 | PA      | $164851.24    | 0.35%             | 2029-08-23      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                    | ELEMENT SOLUTIONS INC                    | CUSIP: 72766TAH2<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |     65000 | PA      | $65297.70     | 0.14%             | 2030-12-18      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                     | FCG ACQUISITIONS INC                     | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    199478 | PA      | $200132.35    | 0.42%             | 2028-04-03      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                          | NEXUS BUYER LLC                          | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    266266 | PA      | $262300.85    | 0.56%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ZODIAC PURCHASER LLC                     | ZODIAC PURCHASER LLC                     | CUSIP: 000000000<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |    202574 | PA      | $201764.17    | 0.43%             | 2032-02-17      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                        | STS OPERATING INC                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    114952 | PA      | $114808.81    | 0.24%             | 2031-03-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                               | KASEYA INC                               | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    120000 | PA      | $120016.80    | 0.25%             | 2032-03-22      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                  | AZURIA WATER SOLUTIONS INC               | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     27922 | PA      | $28026.79     | 0.06%             | 2028-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                      | ANTICIMEX GLOBAL AB                      | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     72700 | PA      | $72972.96     | 0.15%             | 2031-11-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| WW International Inc                     | WW International Inc                     | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       531 | NS      | $15513.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SAFETY & FLOW                    | MADISON SAFETY & FLOW                    | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     64643 | PA      | $65033.66     | 0.14%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES INC                   | HAYWARD INDUSTRIES INC                   | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |    130248 | PA      | $130859.26    | 0.28%             | 2028-05-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MSOF BEACON LLC                          | MSOF BEACON LLC                          | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |     55000 | PA      | $55206.25     | 0.12%             | 2032-12-23      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                   | CLOUD SOFTWARE GRP INC                   | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     18370 | PA      | $18384.29     | 0.04%             | 2031-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                  | ZAYO GROUP HOLDINGS INC                  | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    257128 | PA      | $243332.96    | 0.52%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                     | DS ADMIRAL BIDCO LLC                     | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    423472 | PA      | $415002.13    | 0.88%             | 2031-06-26      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                     | TEAM.BLUE FINCO SARL                     | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |    249375 | PA      | $250621.88    | 0.53%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                        | HERC HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |     65000 | PA      | $65230.10     | 0.14%             | 2032-06-02      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                 | ROPER INDUSTRIAL PRODUCT                 | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    297744 | PA      | $299334.32    | 0.64%             | 2029-11-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                         | ITT HOLDINGS LLC                         | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    112430 | PA      | $112991.86    | 0.24%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                    | CAESARS ENTERTAIN INC                    | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     14849 | PA      | $14700.76     | 0.03%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS US                  | SNACKING INVESTMENTS US                  | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |    100000 | PA      | $100500.00    | 0.21%             | 2032-10-29      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                 | LIVE NATION ENTERTAINMENT INC            | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    107000 | PA      | $107000.00    | 0.23%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                 | SECRETARIAT ADVISORS LLC                 | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16627 | PA      | $16637.78     | 0.04%             | 2032-02-27      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                         | XPLORE INC - CVR                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       302 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RECESS HOLDINGS INC                      | RECESS HOLDINGS INC                      | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    268483 | PA      | $269951.98    | 0.57%             | 2030-02-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                            | SAPHILUX SARL                            | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |     64837 | PA      | $65201.90     | 0.14%             | 2028-07-27      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                     | AGGREKO HOLDINGS INC                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    248750 | PA      | $249993.63    | 0.53%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                         | FUSION BUYER LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $79560.00     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                 | SEAWORLD PARKS & ENTERTA                 | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    123438 | PA      | $122459.88    | 0.26%             | 2031-12-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                         | BMC SOFTWARE INC                         | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    482943 | PA      | $481305.86    | 1.02%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                              | ENVIRI CORP                              | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    242386 | PA      | $242082.80    | 0.51%             | 2028-03-10      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO                 | ASP Dream Acquisition Co LLC             | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |    129107 | PA      | $122490.20    | 0.26%             | 2028-12-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                   | SAVAGE ENTERPRISES LLC                   | CUSIP: 80465JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143141 | PA      | $143678.03    | 0.30%             | 2032-08-05      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                               | ARCOSA INC                               | CUSIP: 000000000<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |    191607 | PA      | $192352.49    | 0.41%             | 2031-10-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                 | TERRAFORM POWER OPERATING                | CUSIP: 88103NAL4<br>LEI: 5493000S2OLR3UT5BE13 | Long             | LON              | CORP              | US        |    162091 | PA      | $161990.19    | 0.34%             | 2029-05-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                     | WW INTERNATIONAL INC                     | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     27129 | PA      | $23776.80     | 0.05%             | 2030-06-24      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION                    | AMERICAN AUTO AUCTION GROUP LLC          | CUSIP: 02403MAR1<br>LEI: 5493002VI1KML1L8HW19 | Long             | LON              | CORP              | US        |     44775 | PA      | $43895.62     | 0.09%             | 2032-05-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS I                 | OSAIC HOLDINGS INC                       | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    201600 | PA      | $202317.70    | 0.43%             | 2032-08-02      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                 | OUTFRONT MEDIA CAPITAL LLC               | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |     98800 | PA      | $99047.00     | 0.21%             | 2032-09-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                          | GEN DIGITAL INC                          | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     44775 | PA      | $44797.39     | 0.10%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                      | MEDLINE BORROWER LP                      | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    136646 | PA      | $137087.05    | 0.29%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                         | MODENA BUYER LLC                         | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    234827 | PA      | $233359.59    | 0.50%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                           | A-AP BUYER INC                           | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    118950 | PA      | $119321.93    | 0.25%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                 | Grifols Worldwide Operations USA Inc     | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506913 | PA      | $506700.35    | 1.08%             | 2027-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                 | DISCOVERY PURCHASER CORP                 | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    254801 | PA      | $244427.61    | 0.52%             | 2029-10-04      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| ASPHALT (ATD) 1L NEW MONEY EXIT TL       | ASPHALT (ATD) 1L NEW MONEY EXIT TL       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     86635 | PA      | $77971.48     | 0.17%             | 2030-02-28      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| ENERGIZER HOLDINGS INC                   | ENERGIZER HOLDINGS INC                   | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    140282 | PA      | $140165.28    | 0.30%             | 2032-03-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                       | NUMERICABLE US LLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134320 | PA      | $134123.74    | 0.28%             | 2031-05-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                       | CONGRUEX GROUP LLC                       | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    261393 | PA      | $212011.01    | 0.45%             | 2029-05-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                    | LEVEL 3 FINANCING INC                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    103500 | PA      | $103732.88    | 0.22%             | 2032-03-29      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                 | GRAFTECH GLOBAL ENTERPRI                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     28445 | PA      | $28859.61     | 0.06%             | 2029-12-21      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES                 | US FERTILITY ENTERPRISES LLC             | CUSIP: 90356EAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13158 | PA      | $13190.78     | 0.03%             | 2032-12-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                      | LBM ACQUISITION LLC                      | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    409775 | PA      | $383692.61    | 0.81%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                           | NRG ENERGY INC                           | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    696456 | PA      | $698078.44    | 1.48%             | 2031-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                     | PELICAN PRODUCTS INC                     | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    238546 | PA      | $214990.03    | 0.46%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                         | ARETEC GROUP INC                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    126330 | PA      | $126725.46    | 0.27%             | 2030-08-09      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER              | CHARTER COMMUNICATIONS OPER              | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    186200 | PA      | $185967.25    | 0.39%             | 2030-12-09      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                            | LIFE TIME INC                            | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    218527 | PA      | $219211.30    | 0.47%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| API HEAT 2ND OUT 1L TL                   | API HEAT 2ND OUT 1L TL                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126062 | PA      | $126061.58    | 0.27%             | 2029-11-28      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| BEACH ACQUISITION BIDCO                  | BEACH ACQUISITION BIDCO                  | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    170000 | PA      | $171169.60    | 0.36%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LUXCO3                                   | LUXCO3                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       789 | NS      | $13894.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP             | SIX FLAGS ENTERTAINME                    | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     44660 | PA      | $44082.94     | 0.09%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CREATIVE PLANNING INC                    | CREATIVE PLANNING LLC                    | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249978 | PA      | $250430.31    | 0.53%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                 | CONCENTRA HEALTH SERVICE                 | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |     84152 | PA      | $84677.54     | 0.18%             | 2031-07-28      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                    | GENESEE & WYOMING INC                    | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    257271 | PA      | $257206.72    | 0.55%             | 2031-04-10      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                         | CFC USA 2025 LLC                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $140831.25    | 0.30%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                    | JANE STREET GROUP LLC                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    270465 | PA      | $268991.45    | 0.57%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                 | FOCUS FINANCIAL PARTNERS LLC             | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    255060 | PA      | $255422.20    | 0.54%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM CORP                        | DYE & DURHAM CORP                        | CUSIP: 000000000<br>LEI: 549300XUQDPIC5QRY347 | Long             | LON              | CORP              | CA        |     80295 | PA      | $73871.07     | 0.16%             | 2031-04-14      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                            | TRANSDIGM INC                            | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     79000 | PA      | $79293.09     | 0.17%             | 2032-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                 | GRAFTECH GLOBAL ENTERPRI                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16254 | PA      | $16491.21     | 0.04%             | 2029-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                    | BULLDOG PURCHASER INC                    | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |    252834 | PA      | $254151.09    | 0.54%             | 2031-06-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                 | TEGRA118 WEALTH SOLUTION                 | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146891 | PA      | $144834.71    | 0.31%             | 2027-02-18      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                          | ICON PARENT INC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    143133 | PA      | $143294.64    | 0.30%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                 | SECRETARIAT ADVISORS LLC                 | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136972 | PA      | $137057.88    | 0.29%             | 2032-02-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** Guggenheim Variable Funds Trust

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer