# EDGAR Filing Document

**Accession Number:** 0001864208
**File Stem:** 0001752724-25-181846
**Filing Date:** 2025-7
**Character Count:** 512312
**Document Hash:** 3703072bb671771c941a9313de85e40b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-181846.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-181846

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Active Allocation Fund
- **CENTRAL INDEX KEY:** 0001864208

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23702
- **FILM NUMBER:** 251159422

**BUSINESS ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 800-345-7999

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

## 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 Active Allocation Fund

- **b. Investment Company Act file number:** 811-23702

- **c. CIK number of Registrant:** 0001864208

- **d. LEI of Registrant:** 549300WVFF2XZ68PVT94

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

  - **Street Address 1:** 227 West Monroe Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Guggenheim Active Allocation Fund

- **c. LEI of Series:** 549300WVFF2XZ68PVT94

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $778785160.97

**Total Liabilities:** $236288743.22

**Net Assets:** $542496417.75

**Delayed Delivery Securities:** $42000778.11

**Cash Not Reported:** $6022100.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -578.88533702 | **1-Year:** 12339.40053090 | **5-Year:** 30920.18624242 | **10-Year:** 23551.19684016 | **30-Year:** 29251.23250040

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

- **3-Month:** 14767.08844319 | **1-Year:** 26941.16595917 | **5-Year:** 76468.63240830 | **10-Year:** 13479.36821511 | **30-Year:** 12736.27991660

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.55%               | -0.48%               | 2.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-256917.71              | $-6509181.15                               |
| Month 2  | $-2673351.16             | $105648.90                                 |
| Month 3  | $-1143707.80             | $6471761.66                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Surmodics Inc                                      | Surmodics, Inc.                                                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        80 | NS      | $2321.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        | -11800000 | NC      | $-51636.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Lending Corp                                  | Open Lending Corp.                                                             | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $2189.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                    | Match Group, Inc.                                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5697 | NS      | $170568.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec USD / Deliver EUR                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -1297000 | NC      | $-19947.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fossil Group Inc                                   | Fossil Group, Inc.                                                             | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       284 | NS      | $420.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                               | OrthoPediatrics Corp.                                                          | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        80 | NS      | $1596.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                    | Caesarstone Ltd.                                                               | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | US        |       134 | NS      | $227.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                     | Virtus Investment Partners, Inc.                                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        85 | NS      | $14509.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -8095970 | PA      | $-8095969.69  | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        | -15829008 | PA      | $-15829008.12 | -2.92%            |  |  |  | No            |                  2 | On Loan: No      |
| Spruce Power Holding Corp                          | Spruce Power Holding Corp.                                                     | CUSIP: 9837FR209<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |        78 | NS      | $154.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANVIEW PARENT INC                                | Planview Parent, Inc.                                                          | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |   1045292 | PA      | $987152.54    | 0.18%             | 2027-12-17      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Astec Industries Inc                               | Astec Industries, Inc.                                                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       133 | NS      | $5225.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                        | OCP CLO Ltd.                                                                   | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $412810.00    | 0.08%             | 2038-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                             | Arsenal AIC Parent LLC                                                         | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $577570.95    | 0.11%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Precision BioSciences Inc                          | Precision BioSciences, Inc.                                                    | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |         9 | NS      | $43.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FR REFUEL LLC                                      | FR Refuel LLC                                                                  | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |   1929750 | PA      | $1900803.75   | 0.35%             | 2028-11-08      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Piedmont Office Realty Trust I                     | Piedmont Office Realty Trust, Inc.                                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $5176.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                         | Vaxart, Inc.                                                                   | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $309.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                          | Sonos, Inc.                                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1488 | NS      | $15296.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                              | Williams Scotsman, Inc.                                                        | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156072.45    | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                              | B Riley Financial, Inc.                                                        | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Long             | EC               | CORP              | US        |       118 | NS      | $359.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                         | Ocugen, Inc.                                                                   | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      2201 | NS      | $1840.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                          | USANA Health Sciences, Inc.                                                    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        70 | NS      | $2090.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                   | TriNet Group, Inc.                                                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       474 | NS      | $39441.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |    -52000 | PA      | $-5300.16     | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     16000 | NS      | $400000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Oncternal Therapeutics Inc                         | Oncternal Therapeutics, Inc.                                                   | CUSIP: 68236P206<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |        13 | NS      | $6.85         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International, Inc.                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $533985.35    | 0.10%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                           | Oil Changer Holding Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    637199 | PA      | $637198.85    | 0.12%             | 2027-02-08      | Variable      | 11.16%                | No            |                  3 | On Loan: No      |
| Signature Bank/New York NY                         | Signature Bank                                                                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1846 | NS      | $1292.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                     | Alexandria Real Estate Equities, Inc.                                          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1357 | NS      | $95247.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                    | iHeartMedia, Inc.                                                              | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $1720.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO Ltd.                                                                  | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1086750.00   | 0.20%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LI                     | Sapphire Aviation Finance I Ltd.                                               | CUSIP: 80306AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     94844 | PA      | $94616.47     | 0.02%             | 2040-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerus Corp                                         | Cerus Corp.                                                                    | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       986 | NS      | $1252.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                | Terreno Realty Corp.                                                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       863 | NS      | $48690.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                             | Alarm.com Holdings, Inc.                                                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       552 | NS      | $31684.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1219071 | PA      | $-1219071.11  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Appian Corp                                        | Appian Corp.                                                                   | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       461 | NS      | $14521.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                      | Ingevity Corp.                                                                 | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2725619.23   | 0.50%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sapiens International Corp NV                      | Sapiens International Corporation N.V.                                         | CUSIP: N/A<br>LEI: 2549009P4ZS02GC5QV68       | Long             | EC               | CORP              | US        |       184 | NS      | $5280.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                       | Dayforce, Inc.                                                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4165 | NS      | $246068.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                        | Custom Truck One Source, Inc.                                                  | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       540 | NS      | $2322.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                 | Gorman-Rupp Co.                                                                | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       135 | NS      | $4927.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                         | Inogen, Inc.                                                                   | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       116 | NS      | $745.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |   1304000 | PA      | $1744961.05   | 0.32%             | 2031-04-30      | Variable      | 9.46%                 | No            |                  3 | On Loan: No      |
| WRENCH GROUP LLC                                   | Wrench Group LLC                                                               | CUSIP: N/A<br>LEI: 549300P8EZVZ0SIZ7N24       | Long             | LON              | CORP              | US        |   1336500 | PA      | $1314781.88   | 0.24%             | 2028-10-30      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Alpha Teknova Inc                                  | Alpha Teknova, Inc.                                                            | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $236.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC (USA)                              | Blue Ribbon LLC                                                                | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |   1229769 | PA      | $1229768.82   | 0.23%             | 2028-05-08      | Variable      | 6.13%                 | No            |                  3 | On Loan: No      |
| Bluebird Bio Inc                                   | Bluebird Bio, Inc.                                                             | CUSIP: 09609G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $99.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-15575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE BORROWER INC                              | Capstone Borrower, Inc.                                                        | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671305.05    | 0.12%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                               | Bayard Park CLO Ltd.                                                           | CUSIP: 072716AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $410850.00    | 0.08%             | 2038-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | Corebridge Financial, Inc.                                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1979538.29   | 0.36%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sensei Biotherapeutics Inc                         | Sensei Biotherapeutics, Inc.                                                   | CUSIP: 81728A108<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |       124 | NS      | $37.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLATINUM EQUITIES LLC                              | Pelican Products, Inc.                                                         | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |   5563125 | PA      | $4784287.50   | 0.88%             | 2028-12-29      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XL LLC                                                   | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001900.00   | 0.18%             | 2035-03-22      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                  | Leia Finco US LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1300000 | PA      | $1298960.00   | 0.24%             | 2031-10-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                             | Penn Entertainment, Inc.                                                       | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15035 | NS      | $222969.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                             | Nationstar Mortgage Holdings, Inc.                                             | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    790000 | PA      | $787137.83    | 0.15%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71292.22     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -3339882 | PA      | $-3339881.85  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| OraSure Technologies Inc                           | OraSure Technologies, Inc.                                                     | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       426 | NS      | $1226.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC                                | DXP Enterprises, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    641775 | PA      | $643379.44    | 0.12%             | 2030-10-11      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings, Inc.                                                            | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1678891.10   | 0.31%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                         | U.S. Secured Overnight Financing Rate                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  53800000 | OU      | $-983925.07   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Workiva Inc                                        | Workiva, Inc.                                                                  | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       501 | NS      | $33712.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -815358 | PA      | $-815358.04   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp.                                                     | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3453143.10   | 0.64%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                               | GrafTech Finance, Inc.                                                         | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $1996768.00   | 0.37%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                         | U.S. Treasury Long Bond Futures Contracts                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |        59 | NC      | $58078.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                        | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   8780000 | NC      | $132430.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlanticus Holdings Corp                           | Atlanticus Holdings Corp.                                                      | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $1373.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                        | Progyny, Inc.                                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $16211.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                          | GoPro, Inc.                                                                    | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       755 | NS      | $500.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group plc                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4750000 | PA      | $3515637.93   | 0.65%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-45360.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD             | Kerridge Commercial Systems Bidco Ltd.                                         | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Short            | LON              | CORP              | GB        |   -800000 | PA      | $-15378.13    | -0.00%            | 2030-09-07      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 30 Year                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4166543.50   | 0.77%             | 2025-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                             | Sana Biotechnology, Inc.                                                       | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $2232.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLV LLC                                                  | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511229.75   | 0.28%             | 2036-04-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.      | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1547515.86   | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Organogenesis Holdings Inc                         | Organogenesis Holdings, Inc.                                                   | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       379 | NS      | $1038.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                | Mission Produce, Inc.                                                          | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       220 | NS      | $2459.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   1105000 | NC      | $41871.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC                                 | Ceamer Finance LLC                                                             | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |   2095501 | PA      | $2107923.60   | 0.39%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| CORDOBES PARENT SARL                               | Cordobes Holdco SL                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   2400000 | PA      | $2727458.55   | 0.50%             | 2029-02-02      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                          | U.S. Treasury Long Bond Futures Contracts                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              |  | US        |       -59 | NC      | $-9218.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                        | Ligand Pharmaceuticals, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        67 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO Ltd                     | Golub Capital Partners CLO 46M Ltd.                                            | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996441.80    | 0.18%             | 2037-04-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arcimoto Inc                                       | Arcimoto, Inc.                                                                 | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |         9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines, Inc.                           | Homology Medicines, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       249 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIERE MENDELSSOHN                             | Ceva Sante                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    495009 | PA      | $496246.90    | 0.09%             | 2030-11-08      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1267080 | PA      | $-1267080.03  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp.                      | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $307371.84    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                     | Ardonagh Finco Ltd.                                                            | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    700000 | PA      | $813034.90    | 0.15%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Society Pass Inc                                   | Society Pass, Inc.                                                             | CUSIP: 83370P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $2.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Recycling Inc                               | Radius Recycling, Inc.                                                         | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       154 | NS      | $4559.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY PURCHASER CORP                           | Discovery Purchaser Corp.                                                      | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    548625 | PA      | $547138.23    | 0.10%             | 2029-10-04      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Cambium Networks Corp                              | Cambium Networks Corp.                                                         | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |        63 | NS      | $20.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT LLC                                                                       | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $659199.73    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Elicio Therapeutics Inc                            | Elicio Therapeutics, Inc.                                                      | CUSIP: 28657F103<br>LEI: 254900EE2QKYD5SGI956 | Long             | EC               | CORP              | US        |        12 | NS      | $86.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2357483 | PA      | $-2357482.63  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $980625.65    | 0.18%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Solid Biosciences Inc                              | Solid Biosciences, Inc.                                                        | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $73.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curis Inc                                          | Curis, Inc.                                                                    | CUSIP: 231269309<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |        25 | NS      | $61.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                           | Fortitude Group Holdings LLC                                                   | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354357.71    | 0.07%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO BV                                      | QSRP Finco B.V.                                                                | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |   1300000 | PA      | $1480266.86   | 0.27%             | 2031-06-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT LLC                               | Shaw Development LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1194319 | PA      | $1118305.25   | 0.21%             | 2029-10-30      | Variable      | 10.28%                | No            |                  3 | On Loan: No      |
| Allegiant Travel Co                                | Allegiant Travel Co.                                                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        90 | NS      | $5002.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                 | Walt Disney Co.                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1941 | NS      | $219410.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JNCE C                                             | Jounce Therapeutics, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       196 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Digital Turbine Inc                                | Digital Turbine, Inc.                                                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1060 | NS      | $5003.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPHALT BUYER II LLC                               | Asphalt Atd Holdco,  LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84900 | PA      | $84899.91     | 0.02%             | 2030-02-28      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| Safehold Inc                                       | Safehold, Inc.                                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       334 | NS      | $5033.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                      | Recursion Pharmaceuticals, Inc.                                                | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $5613.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                           | Secretariat Advisors LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -53763 | PA      | $-201.61      | -0.00%            | 2032-02-21      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, N.A.                              | SPDR S&P 500 ETF Trust                                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |     31900 | NC      | $-153439.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanda Pharmaceuticals Inc                          | Vanda Pharmaceuticals, Inc.                                                    | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       326 | NS      | $1414.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                           | Starz Entertainment Corp.                                                      | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       117 | NS      | $2452.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                               | Manitowoc Company, Inc.                                                        | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       204 | NS      | $2144.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                     | Lands' End, Inc.                                                               | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        85 | NS      | $715.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                    | OptimizeRx Corp.                                                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $2488.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                      | Korro Bio, Inc.                                                                | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $34.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND CO BV                                   | Ziggo Bond Company B.V.                                                        | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   4361000 | PA      | $3696491.14   | 0.68%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONMED Corp                                        | CONMED Corp.                                                                   | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       339 | NS      | $19238.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                              | Mohawk Industries, Inc.                                                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2047 | NS      | $205948.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                             | Castle Biosciences, Inc.                                                       | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $1980.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                     | Community Healthcare Trust, Inc.                                               | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       141 | NS      | $2303.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talis Biomedical Corp                              | Talis Biomedical Corp.                                                         | CUSIP: 87424L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $9.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                            | VF Corp.                                                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4779 | NS      | $59546.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                         | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706640.20    | 0.13%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alteryx, Inc.                                      | Alteryx, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -150000 | PA      | $0.00         | 0.00%             | 2031-02-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                       | Engineered Machinery Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |   1000000 | PA      | $1141267.32   | 0.21%             | 2028-05-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                | Station Casinos LLC                                                            | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2975148.80   | 0.55%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Retractable Technologies Inc                       | Retractable Technologies, Inc.                                                 | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $66.95        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        | -11800000 | NC      | $-47170.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                     | LSTAR Securities Investment Ltd.                                               | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112292 | PA      | $1112474.50   | 0.21%             | 2029-01-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                | First Republic Bank                                                            | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $40.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group, Inc.                                                  | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     25000 | NS      | $625250.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazydays Holdings Inc                              | Lazydays Holdings, Inc.                                                        | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |        44 | NS      | $12.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                        | iRobot Corp.                                                                   | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       315 | NS      | $967.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portage Biotech Inc                                | Portage Biotech, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2 | NS      | $16.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                           | BX Trust                                                                       | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004375.00   | 0.19%             | 2038-05-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer            | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153426.60    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                        | Lexicon Pharmaceuticals, Inc.                                                  | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $255.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -255865 | PA      | $-255864.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch | Canadian Imperial Bank of Commerce                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |   -623678 | PA      | $-623678.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern First Bancshares Inc                      | Southern First Bancshares, Inc.                                                | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $1587.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                           | Secretariat Advisors LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    446237 | PA      | $444563.17    | 0.08%             | 2032-02-24      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp                                   | LendingClub Corp.                                                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1171 | NS      | $11745.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                        | Moderna, Inc.                                                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1850 | NS      | $49136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                    | Robert Half, Inc.                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2350 | NS      | $107606.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                        | Phathom Pharmaceuticals, Inc.                                                  | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $510.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                   | Shutterstock, Inc.                                                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       274 | NS      | $5055.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                           | Seer, Inc.                                                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $950.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forian Inc                                         | Forian, Inc.                                                                   | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $232.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                               | Carpenter Technology Corp.                                                     | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1650140.80   | 0.30%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Monro Inc                                          | Monro, Inc.                                                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $2974.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                               | Kaiser Aluminum Corp.                                                          | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3996676.47   | 0.74%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHRS_C                                             | Coherus Biosciences, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       208 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MiNK Therapeutics Inc                              | MiNK Therapeutics, Inc.                                                        | CUSIP: 603693201<br>LEI: 529900Z7778N8ZY89B90 | Long             | EC               | CORP              | US        |         1 | NS      | $6.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works, Inc.                                                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10922 | NS      | $307126.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                       | GAIA Aviation Ltd.                                                             | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3149443 | PA      | $2999736.11   | 0.55%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -8780000 | NC      | $-60782.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGLE_C                                             | Aeglea BioTherapeutics, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Global Medical REIT Inc                            | Global Medical REIT, Inc.                                                      | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       351 | NS      | $2232.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRECA INC                                         | Atreca, Inc.                                                                   | CUSIP: N/A<br>LEI: 549300B5CQV1OOXFLU71       | Long             | EC               | CORP              | US        |       154 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AASET 2021-1 Trust                                 | AASET Trust                                                                    | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581669 | PA      | $547478.53    | 0.10%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                 | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1483647.51   | 0.27%             | 2031-07-31      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                              | Truist Financial Corp.                                                         | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4474 | NS      | $176723.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver EUR                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -900000 | NC      | $-6370.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XBiotech Inc                                       | XBiotech, Inc.                                                                 | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | US        |        90 | NS      | $256.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                        | Ligand Pharmaceuticals, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        67 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Durect Corp                                        | Durect Corp.                                                                   | CUSIP: 266605500<br>LEI: 549300EW9IYW3V3QPJ86 | Long             | EC               | CORP              | US        |       134 | NS      | $71.19        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB7, LP                                                                   | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029438 | PA      | $1039503.75   | 0.19%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                             | MIWD Holdco II LLC / MIWD Finance Corp.                                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2397043.48   | 0.44%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HyreCar Inc                                        | HyreCar, Inc.                                                                  | CUSIP: 44916T107<br>LEI: 549300Y900ZKQQLV6S25 | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                              | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     61250 | NS      | $1125162.50   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Electronics Inc                          | Universal Electronics, Inc.                                                    | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        74 | NS      | $489.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                               | Carpenter Technology Corp.                                                     | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200810.60    | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                 | Congruex Group LLC                                                             | CUSIP: N/A<br>LEI: 254900DY0KADNJ4ZCJ32       | Long             | LON              | CORP              | US        |    458711 | PA      | $404582.88    | 0.07%             | 2029-05-03      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |   1163742 | PA      | $1160847.58   | 0.21%             | 2028-11-22      | Variable      | 8.94%                 | No            |                  3 | On Loan: No      |
| RINCHEM COMPANY LLC                                | Rinchem Company LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3112000 | PA      | $2072405.28   | 0.38%             | 2029-03-02      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Ernexa Therapeutics Inc                            | Ernexa Therapeutics, Inc.                                                      | CUSIP: 114082209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $1.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LVIII Ltd.                                                | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $554875.09    | 0.10%             | 2037-04-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Seres Therapeutics Inc                             | Seres Therapeutics, Inc.                                                       | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        20 | NS      | $141.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                       | CryoPort, Inc.                                                                 | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       476 | NS      | $2860.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Global                                        | Beam Global                                                                    | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Long             | EC               | CORP              | US        |        52 | NS      | $83.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                        | Unisys Corp.                                                                   | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       384 | NS      | $1831.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                               | Johnson Outdoors, Inc.                                                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $842.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries, Inc.                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2252435.76   | 0.42%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit 20                     | Blackstone Strategic Credit Fund                                               | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     91382 | NS      | $1092014.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp                                      | CoreCard Corp.                                                                 | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $1135.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                     | HomeStreet, Inc.                                                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1485.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHN UPPER INTERMEDIATE HOLDINGS INC                | Blackhawk Network Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 549300LFU3K8UIR03132       | Long             | LON              | CORP              | US        |   1339892 | PA      | $1343027.23   | 0.25%             | 2029-03-12      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Eventbrite Inc                                     | Eventbrite, Inc.                                                               | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       448 | NS      | $1057.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET Trust                                                                    | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367238 | PA      | $356222.90    | 0.07%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bolt Biotherapeutics Inc                           | Bolt Biotherapeutics, Inc.                                                     | CUSIP: 097702104<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |       136 | NS      | $42.79        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                      | Cato Corp.                                                                     | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       117 | NS      | $299.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1514224 | PA      | $-1514224.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| EPZM_C                                             | Epizyme, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       793 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aptiv PLC                                          | Aptiv plc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4627 | NS      | $309129.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                   | Latham Group, Inc.                                                             | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $1356.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                          | Big 5 Sporting Goods Corp.                                                     | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       123 | NS      | $147.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                           | Rithm Property Trust, Inc.                                                     | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       129 | NS      | $352.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                        | Pacific Premier Bancorp, Inc.                                                  | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1095 | NS      | $23214.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AI GLOBAL INVESTMENTS & CY SCA                     | AI Monet (Luxembourg) Parentco SARL                                            | CUSIP: N/A<br>LEI: 254900ZBR0EYN4SVLE93       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1139643.42   | 0.21%             | 2031-03-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Endo Guc Trust                                     | Endo Guc Trust                                                                 | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133456 | NS      | $13.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Pulmonx Corp                                       | Pulmonx Corp.                                                                  | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       155 | NS      | $527.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics, Inc.                       | Cartesian Therapeutics, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       542 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                              | Sotheby's/Bidfair Holdings, Inc.                                               | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1897296.28   | 0.35%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM LLC                                                                       | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577129 | PA      | $577406.18    | 0.11%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                           | Jefferies Finance LLC / JFIN Company-Issuer Corp.                              | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3609436.27   | 0.67%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |   1879324 | PA      | $1876203.52   | 0.35%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| Novagold Resources Inc                             | Novagold Resources, Inc.                                                       | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |      1390 | NS      | $4976.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & L                           | New Enterprise Stone & Lime Company, Inc.                                      | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2313823.00   | 0.43%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Unifi Inc                                          | Unifi, Inc.                                                                    | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        81 | NS      | $406.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                            | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $674767.76    | 0.12%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Utah Medical Products Inc                          | Utah Medical Products, Inc.                                                    | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        20 | NS      | $1101.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                            | DigitalBridge Group, Inc.                                                      | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1417 | NS      | $15672.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1224867 | PA      | $-1224867.32  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                 | Panama Government International Bond                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1700000 | PA      | $1022295.00   | 0.19%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bitfarms Ltd/Canada                                | Bitfarms Ltd.                                                                  | CUSIP: 09173B107<br>LEI: 254900YWMA64Y1RPNJ12 | Long             | EC               | CORP              | US        |        12 | NS      | $11.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch | Canadian Imperial Bank of Commerce                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |   -421325 | PA      | $-421325.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Mesa Air Group Inc                                 | Mesa Air Group, Inc.                                                           | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |       204 | NS      | $208.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -3495820 | PA      | $-3495820.50  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHOR PACKAGING LLC                               | Anchor Packaging LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    794000 | PA      | $796382.00    | 0.15%             | 2029-07-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                             | IDEXX Laboratories, Inc.                                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       513 | NS      | $263353.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA TOPCO SARL                                   | Nidda Healthcare Holding GmbH                                                  | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |   1800000 | PA      | $2055671.13   | 0.38%             | 2030-02-21      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB4, LP                                                                   | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1298206.17   | 0.24%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1242367.91   | 0.23%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Veritone Inc                                       | Veritone, Inc.                                                                 | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       169 | NS      | $265.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                               | DS Admiral Bidco LLC                                                           | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |   1392949 | PA      | $1366831.36   | 0.25%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc                         | Eos Energy Enterprises, Inc.                                                   | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $1077.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc                                  | Cue Biopharma, Inc.                                                            | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |       183 | NS      | $116.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY                                         | USI, Inc.                                                                      | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366873.15    | 0.07%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                   | Nexus Buyer LLC                                                                | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |   1446375 | PA      | $1446924.62   | 0.27%             | 2031-07-31      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                               | Ryan Specialty LLC                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427972.28    | 0.08%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                  | Xerox Corp.                                                                    | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256905.50    | 0.05%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AZ BATTERY PROPERTY LLC                            | AZ Battery Property LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    980000 | PA      | $921452.80    | 0.17%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Diodes Inc                                         | Diodes, Inc.                                                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       510 | NS      | $22644.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGATTA FUNDING LTD                                | Regatta 34 Funding Ltd.                                                        | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $650000.00    | 0.12%             | 2038-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                         | CDX.NA.HY.43.V1                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |    467000 | OU      | $28761.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akoustis Technologies Inc                          | Akoustis Technologies, Inc.                                                    | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       287 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                         | Charter Communications, Inc.                                                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       457 | NS      | $181095.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                        | Rush Street Interactive, Inc.                                                  | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $7817.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                           | Encore Capital Group, Inc.                                                     | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    750000 | PA      | $799687.50    | 0.15%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |    -42034 | PA      | $-42033.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIENA CORP                                         | Ciena Corp.                                                                    | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $791116.85    | 0.15%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                            | Evergreen Acqco 1 Limited Partnership / TVI, Inc.                              | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1185770.61   | 0.22%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                              | Icebox Holdco III, Inc.                                                        | CUSIP: N/A<br>LEI: 254900DLB65AKI8CQ466       | Long             | LON              | CORP              | US        |   3106694 | PA      | $3108371.82   | 0.57%             | 2028-12-22      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                           | Dana, Inc.                                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1698 | NS      | $28237.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitiza                     | Castlelake Aircraft Securitization Trust                                       | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    266177 | PA      | $252203.58    | 0.05%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Health Catalyst Inc                                | Health Catalyst, Inc.                                                          | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       609 | NS      | $2314.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER LAKE (OFFSHORE) AIV GP V LTD                | Zephyr Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |    500000 | PA      | $673879.65    | 0.12%             | 2028-07-20      | Variable      | 9.71%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                       | Omnicell, Inc.                                                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       513 | NS      | $15579.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC         | DG Investment Intermediate Holdings 2, Inc.                                    | CUSIP: N/A<br>LEI: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |   1058948 | PA      | $1057888.79   | 0.20%             | 2028-03-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLII LLC                                                 | CUSIP: 15675CAE5<br>LEI: 635400CIKKARDIZZL727 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1997633.20   | 0.37%             | 2035-09-13      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Purple Innovation Inc                              | Purple Innovation, Inc.                                                        | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $273.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                              | Twist Bioscience Corp.                                                         | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       633 | NS      | $18546.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings                     | Clear Channel Outdoor Holdings, Inc.                                           | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      4259 | NS      | $4557.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                          | Sally Beauty Holdings, Inc.                                                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1288 | NS      | $11218.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE CAYMAN 2                                  | Verisure Holding AB                                                            | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    650000 | PA      | $767999.43    | 0.14%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cartesian Therapeutics Inc                         | Cartesian Therapeutics, Inc.                                                   | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |        18 | NS      | $172.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VANAHALL AS                                        | Visma AS                                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |   2500000 | PA      | $2824778.56   | 0.52%             | 2028-12-05      | Variable      | 6.03%                 | No            |                  3 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                            | Fontainbleau Vegas                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.46%             | 2026-01-31      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| FARO Technologies Inc                              | FARO Technologies, Inc.                                                        | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       212 | NS      | $8982.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                   | Movado Group, Inc.                                                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        91 | NS      | $1474.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                       | Ginkgo Bioworks Holdings, Inc.                                                 | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $69.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                        | Orion Advisor Solutions, Inc.                                                  | CUSIP: N/A<br>LEI: 549300R3BS3HTGTSN386       | Long             | LON              | CORP              | US        |    995000 | PA      | $998114.35    | 0.18%             | 2030-09-24      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Malibu Boats Inc                                   | Malibu Boats, Inc.                                                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $3646.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jol Air                                            | JOL Air Ltd.                                                                   | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   2670104 | PA      | $2643403.37   | 0.49%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Datix Bidco Ltd.                                   | Datix Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -390000 | PA      | $-2669.23     | -0.00%            | 2031-04-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1191958.25   | 0.22%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc                            | Denali Therapeutics, Inc.                                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1062 | NS      | $14060.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                  | Generation Bio Co.                                                             | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       522 | NS      | $197.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                            | Coherus Biosciences, Inc.                                                      | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       806 | NS      | $627.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC             | LaserAway Intermediate Holdings II LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5563125 | PA      | $5298876.56   | 0.98%             | 2027-10-14      | Variable      | 10.29%                | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT Trust                                                                     | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624617 | PA      | $621745.43    | 0.11%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                              | Clearwater Paper Corp.                                                         | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1539314.21   | 0.28%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                | Boyce Park CLO Ltd.                                                            | CUSIP: 103226AA4<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-O            | CORP              | JE        |   4000000 | PA      | $3980346.80   | 0.73%             | 2035-04-21      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Beyondspring Inc                                   | Beyondspring, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       133 | NS      | $227.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    143344 | PA      | $143344.05    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| ViewRay Inc                                        | ViewRay, Inc.                                                                  | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       837 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                        | TriMas Corp.                                                                   | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       253 | NS      | $6671.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 2019-1 Ltd.                                                      | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250161.25    | 0.05%             | 2032-07-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                     | Carrington Mortgage Loan Trust Series                                          | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269279 | PA      | $1127420.47   | 0.21%             | 2037-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1197459.00   | 0.22%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                            | Iron Mountain Information Management Services, Inc.                            | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1513605.60   | 0.28%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                          | Duff & Phelps                                                                  | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |    992188 | PA      | $1108881.65   | 0.20%             | 2027-04-09      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Telesis Bio Inc                                    | Telesis Bio, Inc.                                                              | CUSIP: 192003200<br>LEI: 529900WZ6YTAF0SQB206 | Long             | EC               | CORP              | US        |         3 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                             | Bock Capital Bidco B.V.                                                        | CUSIP: N/A<br>LEI: 259400UFTFGBNQWX0O86       | Long             | LON              | CORP              | NL        |   1200000 | PA      | $1364083.58   | 0.25%             | 2028-06-29      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                                | Cognita Ltd.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    498750 | PA      | $499373.44    | 0.09%             | 2031-10-27      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| FREEDOM VCM INC                                    | Franchise Group, Inc.                                                          | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    470150 | PA      | $468974.60    | 0.09%             | 2025-06-05      | Variable      | 13.44%                | No            |                  2 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                        | CoreLogic, Inc.                                                                | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    486146 | PA      | $478732.37    | 0.09%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| IGM Biosciences Inc                                | IGM Biosciences, Inc.                                                          | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |        48 | NS      | $60.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM BLUE FINCO SARL                               | Team.Blue Finco SARL                                                           | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1135589.37   | 0.21%             | 2029-09-30      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| TechTarget Inc                                     | TechTarget, Inc.                                                               | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       305 | NS      | $2467.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                             | Heron Therapeutics, Inc.                                                       | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1100 | NS      | $2068.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TACKLE SARL                                        | Tipico                                                                         | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1133817.85   | 0.21%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2705820 | PA      | $-2705820.13  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                     | Pershing Square SPARC Holdings, Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     82425 | NS      | $8.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GrafTech Finance, Inc.                             | GrafTech Finance, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -577928 | PA      | $-3970.36     | -0.00%            | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| GrowGeneration Corp                                | GrowGeneration Corp.                                                           | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $698.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                     | Quanterix Corp.                                                                | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $1877.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                           | Stem, Inc.                                                                     | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      1328 | NS      | $649.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                   | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $787623.00    | 0.15%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Arvinas Inc                                        | Arvinas, Inc.                                                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $3945.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                             | iTeos Therapeutics, Inc.                                                       | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1202.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc                               | Fortress Biotech, Inc.                                                         | CUSIP: 34960Q307<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |        28 | NS      | $52.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                       | Big Lots, Inc.                                                                 | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $0.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc                                       | comScore, Inc.                                                                 | CUSIP: 20564W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $91.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                  | Higginbotham Insurance Agency, Inc.                                            | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |    152728 | PA      | $151717.36    | 0.03%             | 2028-11-24      | Variable      | 9.08%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $202839.54    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Identiv Inc                                        | Identiv, Inc.                                                                  | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       127 | NS      | $415.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                      | ModivCare, Inc.                                                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       145 | NS      | $162.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank                              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                      | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |   -100000 | NC      | $-652.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-4305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -653539 | PA      | $-653538.77   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                             | First Brands Group LLC                                                         | CUSIP: N/A<br>LEI: 2549005IXRZR7KSBJD91       | Long             | LON              | CORP              | US        |   1137023 | PA      | $1097044.88   | 0.20%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                            | Great Lakes Dredge & Dock Corp.                                                | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1358969.00   | 0.25%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Porch Group Inc                                    | Porch Group, Inc.                                                              | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       894 | NS      | $8153.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                          | Crocs, Inc.                                                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       683 | NS      | $69666.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLUDA CORPORACION MARITIMA SL                     | Boluda Towage S.L.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1250000 | PA      | $1425604.70   | 0.26%             | 2030-01-31      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Montrose Environmental Group I                     | Montrose Environmental Group, Inc.                                             | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       305 | NS      | $5956.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   2053000 | NC      | $1139.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                              | Neogen Food Safety Corp.                                                       | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $938453.40    | 0.17%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blue Foundry Bancorp                               | Blue Foundry Bancorp                                                           | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       167 | NS      | $1513.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                            | aka Brands Holding Corp.                                                       | CUSIP: 00152K200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $49.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                           | United Wholesale Mortgage LLC                                                  | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4116405.48   | 0.76%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                        | Target Corp.                                                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1235 | NS      | $116102.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                              | Hyliion Holdings Corp.                                                         | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $1074.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                                  | Amsted Industries, Inc.                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152248.88    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment, Inc.                                                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8165 | NS      | $219475.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp                                       | Magnera Corp.                                                                  | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |        20 | NS      | $240.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD             | Kerridge Commercial Systems Bidco Ltd.                                         | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Long             | LON              | CORP              | GB        |   1200000 | PA      | $1593791.26   | 0.29%             | 2030-09-07      | Variable      | 9.71%                 | No            |                  3 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                           | SK Invictus Intermediate II SARL                                               | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4250000 | PA      | $4037810.25   | 0.74%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                      | Goodyear Tire & Rubber Co.                                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3229 | NS      | $36842.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -330820 | PA      | $-330820.01   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Vincerx Pharma Inc                                 | Vincerx Pharma, Inc.                                                           | CUSIP: 92731L304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1704372.54   | 0.31%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ichor Holdings Ltd                                 | Ichor Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |       331 | NS      | $5223.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  11800000 | NC      | $12254.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVATE Corp                                      | INNOVATE Corp.                                                                 | CUSIP: 45784J303<br>LEI: 549300S6O246JWQQ1K58 | Long             | EC               | CORP              | US        |        29 | NS      | $167.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp.                                                             | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    400000 | NS      | $398721.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PLBY Group Inc                                     | PLBY Group, Inc.                                                               | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $532.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                  | Eagle Bancorp, Inc.                                                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       185 | NS      | $3256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                  | MARA Holdings, Inc.                                                            | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1115 | NS      | $15743.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                             | RB Global Holdings, Inc.                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    650000 | PA      | $680421.64    | 0.13%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1778000.58   | 0.33%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                           | Belrose Funding Trust II                                                       | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $851974.23    | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| C4 Therapeutics Inc                                | C4 Therapeutics, Inc.                                                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $575.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                             | Tupperware Brands Corp.                                                        | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       286 | NS      | $0.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                      | PagerDuty, Inc.                                                                | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       967 | NS      | $13789.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GT Biopharma Inc                                   | GT Biopharma, Inc.                                                             | CUSIP: 36254L308<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |         3 | NS      | $7.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                | TreeHouse Foods, Inc.                                                          | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1821561.20   | 0.34%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYTEIR THERAPEUTICS INC                            | Cyteir Therapeutics, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        99 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BUCKEYE PARTNERS LP                                | Buckeye Partners, LP                                                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1392884.46   | 0.26%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                         | CoBank ACB                                                                     | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   3000000 | NS      | $2873389.80   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                   | Viper Energy, Inc.                                                             | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    192000 | PA      | $201339.07    | 0.04%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust                                                   | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1240625.00   | 0.23%             | 2036-09-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Kalaris Therapeutics Inc                           | Kalaris Therapeutics, Inc.                                                     | CUSIP: 482929106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $20.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                | SCIL IV LLC / SCIL USA Holdings LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    550000 | PA      | $655395.47    | 0.12%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                           | Central Parent Incorporated / CDK Global, Inc.                                 | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1192083.21   | 0.22%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc                                | Walker & Dunlop, Inc.                                                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $23355.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWTIE CV JERSEY HOLDCO LTD                        | Bowtie Germany Bidco GMBH                                                      | CUSIP: N/A<br>LEI: 254900F23Z2F8RRW1Q10       | Long             | LON              | CORP              | DE        |   1300000 | PA      | $1481802.18   | 0.27%             | 2031-08-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| ACCIDENT FUND INS CO AM                            | Accident Fund Insurance Company of America                                     | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2530494.95   | 0.47%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    212705 | PA      | $210970.58    | 0.04%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LIII Ltd.                                                 | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7500000 | PA      | $7387843.50   | 1.36%             | 2035-04-21      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Carisma Therapeutics Inc                           | Carisma Therapeutics, Inc.                                                     | CUSIP: 14216R101<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |        59 | NS      | $11.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                      | Capitol Federal Financial, Inc.                                                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $4351.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                           | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1087113.28   | 0.20%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                  | Azurite Intermediate Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    412500 | PA      | $412500.00    | 0.08%             | 2031-03-19      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                           | Focus Financial Partners LLC                                                   | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1062217.80   | 0.20%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                       | GAIA Aviation Ltd.                                                             | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750994 | PA      | $680362.71    | 0.13%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                         | DaVita, Inc.                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4859092.68   | 0.90%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Annexon Inc                                        | Annexon, Inc.                                                                  | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $377.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                     | Innovative Industrial Properties, Inc.                                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       292 | NS      | $16124.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                          | Canoo, Inc.                                                                    | CUSIP: 13803R300<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |         2 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1420336 | PA      | $-1420335.56  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |    198963 | PA      | $191072.18    | 0.04%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -751605 | PA      | $-751605.05   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                     | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1554946.20   | 0.29%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accelerate Diagnostics Inc                         | Accelerate Diagnostics, Inc.                                                   | CUSIP: 00430H201<br>LEI: 2549007HE5QY1QEQ8K43 | Long             | EC               | CORP              | US        |        19 | NS      | $0.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                                   | Vera Bradley, Inc.                                                             | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       155 | NS      | $313.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                  | Waste Pro USA, Inc.                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307598.70    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tattooed Chef Inc                                  | Tattooed Chef, Inc.                                                            | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       281 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamlin Park CLO                                    | Hamlin Park CLO Ltd.                                                           | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $888900.00    | 0.16%             | 2037-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust                                                   | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485360 | PA      | $487028.19    | 0.09%             | 2039-08-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                          | Clarios Global, LP                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   1400000 | PA      | $1395184.00   | 0.26%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                   | Viper Energy, Inc.                                                             | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63683.40     | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   5872000 | NC      | $3170.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                               | Wolverine World Wide, Inc.                                                     | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262542.32    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                        | SVC ABS LLC                                                                    | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994375 | PA      | $969053.44    | 0.18%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cannae Holdings Inc                                | Cannae Holdings, Inc.                                                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       994 | NS      | $18538.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    254000 | NC      | $6156.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                          | Pool Corp.                                                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       578 | NS      | $173741.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KDAC Aviation Finance Limited                      | KDAC Aviation Finance Ltd.                                                     | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1437046 | PA      | $1397858.07   | 0.26%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |     23954 | PA      | $23870.53     | 0.00%             | 2031-10-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                          | Healthpeak Properties, Inc.                                                    | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      7889 | NS      | $137347.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                  | Alteryx, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    937500 | PA      | $937500.00    | 0.17%             | 2031-03-19      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| Carriage Services Inc                              | Carriage Services, Inc.                                                        | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $3915.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALEA FOUNDATION                                   | Allwyn Entertainment Financing US LLC                                          | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1419046.67   | 0.26%             | 2032-03-19      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                              | QXO Building Products, Inc.                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410139.95    | 0.08%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Star Holdings                                      | Star Holdings                                                                  | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |        60 | NS      | $379.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                     | Whirlpool Corp.                                                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1379 | NS      | $107686.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Saving                     | Hingham Institution For Savings                                                | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         8 | NS      | $1939.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXHPP Trust                                        | BXHPP Trust                                                                    | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1547916.64   | 0.29%             | 2036-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                      | LGI Homes, Inc.                                                                | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       252 | NS      | $12625.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                            | TransMontaigne Partners LLC                                                    | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $459380.70    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Regis Corp                                         | Regis Corp.                                                                    | CUSIP: 758932206<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |        12 | NS      | $261.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistagen Therapeutics Inc                          | Vistagen Therapeutics, Inc.                                                    | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $98.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                  | Mitek Systems, Inc.                                                            | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       255 | NS      | $2394.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BELLS LLC                                  | Pacific Bells LLC                                                              | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |   2847911 | PA      | $2853835.03   | 0.53%             | 2028-11-13      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                            | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $3394921.49   | 0.63%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CURO OLDCO LLC                                     | CURO Group Holdings Corp.                                                      | CUSIP: N/A<br>LEI: 54930007KH8KCGJ4YE72       | Long             | EC               | CORP              | US        |       125 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE, Inc.                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243433.53    | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                     | Ardonagh Midco 3 plc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    600000 | PA      | $595500.00    | 0.11%             | 2031-02-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                        | NFM & J LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1803637 | PA      | $1778565.93   | 0.33%             | 2027-11-30      | Variable      | 10.09%                | No            |                  3 | On Loan: No      |
| NIMLAS HOLDCO AB                                   | QuickTop HoldCo AB                                                             | CUSIP: N/A<br>LEI: 984500A1D5DC9ECC7050       | Long             | DBT              | CORP              | SE        |    800000 | PA      | $919842.36    | 0.17%             | 2030-03-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| KALA BIO Inc                                       | KALA BIO, Inc.                                                                 | CUSIP: 483119202<br>LEI: 529900Y7RO0C9P0TX474 | Long             | EC               | CORP              | US        |         6 | NS      | $22.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                          | Olema Pharmaceuticals, Inc.                                                    | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $792.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                          | Columbus McKinnon Corp.                                                        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       163 | NS      | $2373.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch | Canadian Imperial Bank of Commerce                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |  -1472244 | PA      | $-1472243.67  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc                               | Align Technology, Inc.                                                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1380 | NS      | $249697.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver GBP                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -7546000 | NC      | $-128923.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                            | CUSIP: N/A<br>LEI: 549300J2G34D0WX8Z443       | Long             | LON              | CORP              | US        |    544500 | PA      | $472353.75    | 0.09%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                       | Phreesia, Inc.                                                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       584 | NS      | $14302.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                      | Ford Motor Co.                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15940 | NS      | $165457.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1196617.00   | 0.22%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                           | Regional Management Corp.                                                      | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        44 | NS      | $1163.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONGA CORP                                         | Apttus Corp.                                                                   | CUSIP: N/A<br>LEI: 254900VOVRKNFQ3GHG43       | Long             | LON              | CORP              | US        |   1365928 | PA      | $1368769.04   | 0.25%             | 2028-05-08      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| HF Foods Group Inc                                 | HF Foods Group, Inc.                                                           | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       217 | NS      | $826.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc                      | Lineage Cell Therapeutics, Inc.                                                | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       747 | NS      | $496.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                             | Penn Entertainment, Inc.                                                       | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2992194.88   | 0.55%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                        | Outcomes Group Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 5493005V7ZG5K84MO728       | Long             | LON              | CORP              | US        |    694759 | PA      | $696787.45    | 0.13%             | 2031-05-06      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                            | Brandywine Realty Trust                                                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      1990 | NS      | $8417.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                  | Capstone Acquisition Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2561717 | PA      | $2549075.32   | 0.47%             | 2029-11-12      | Variable      | 8.93%                 | No            |                  3 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                           | Herc Holdings Escrow, Inc.                                                     | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $174962.63    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 47 Ltd.                                     | CUSIP: 64134TAA9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1751618.40   | 0.32%             | 2035-04-14      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| First Foundation Inc                               | First Foundation, Inc.                                                         | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       284 | NS      | $1465.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle US CLO Ltd.                                                            | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001797.80   | 0.18%             | 2035-04-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Personalis Inc                                     | Personalis, Inc.                                                               | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       214 | NS      | $990.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                | Torrid Holdings, Inc.                                                          | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $531.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                    | Bio-Techne Corp.                                                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5648 | NS      | $273363.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                          | Ribbon Communications, Inc.                                                    | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       419 | NS      | $1416.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                 | PetMed Express, Inc.                                                           | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       118 | NS      | $436.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance, Inc.                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2820590.10   | 0.52%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PIMENTE INVESTISSEMENT SAS                         | Pimente Investissement S.A.S.                                                  | CUSIP: N/A<br>LEI: 2549003AFYE5VCF0HS03       | Long             | LON              | CORP              | FR        |   1350000 | PA      | $1532616.40   | 0.28%             | 2028-12-31      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2624702 | PA      | $-2624702.50  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   -254000 | NC      | $-1863.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        | -19649577 | PA      | $-19649576.53 | -3.62%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA CORP                                        | Polaris Newco LLC                                                              | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    992288 | PA      | $1250086.52   | 0.23%             | 2028-06-02      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| American Well Corp                                 | American Well Corp.                                                            | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $734.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                              | World Acceptance Corp.                                                         | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $3707.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                           | NIKE, Inc.                                                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2085 | NS      | $126330.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                          | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1379695.77   | 0.25%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OBRA CAPITAL INC                                   | Obra Longevity                                                                 | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5366619.89   | 0.99%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Illumina Inc                                       | Illumina, Inc.                                                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1645 | NS      | $135284.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                 | Riot Platforms, Inc.                                                           | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1226 | NS      | $9893.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                            | Live Oak Bancshares, Inc.                                                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $10321.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASRT_C                                             | Assertio Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       971 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Neurogene, Inc.                                    | Neurogene, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        41 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2428233 | PA      | $-2428232.77  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                          | Allogene Therapeutics, Inc.                                                    | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $948.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                        | SiTime Corp.                                                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $36861.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                   | Under Armour, Inc.                                                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9303 | NS      | $58608.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1388891 | PA      | $-1388890.66  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                          | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1966808 | PA      | $-1966808.03  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Civista Bancshares Inc                             | Civista Bancshares, Inc.                                                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        88 | NS      | $1984.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM VCM INC                                    | Franchise Group, Inc.                                                          | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    583450 | PA      | $576156.64    | 0.11%             | 2025-06-05      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                             | Global Atlantic Finance Co.                                                    | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1523144.02   | 0.28%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prelude Therapeutics Inc                           | Prelude Therapeutics, Inc.                                                     | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $56.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTOR SPA                                         | Castor S.p.A.                                                                  | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1538155.80   | 0.28%             | 2029-02-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                   | HealthEquity, Inc.                                                             | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71629.44     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   8780000 | NC      | $132430.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rafael Holdings Inc                                | Rafael Holdings, Inc.                                                          | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $95.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB4, LP                                                                   | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $961984.30    | 0.18%             | 2050-02-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SQZ Biotechnologies Co                             | SQZ Biotechnologies Co.                                                        | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $3.78         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc                              | LENZ Therapeutics, Inc.                                                        | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $642.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2021-FL2 Ltd                                  | KREF Ltd.                                                                      | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $927462.77    | 0.17%             | 2039-02-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Asana Inc                                          | Asana, Inc.                                                                    | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       853 | NS      | $15277.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine MindMed Inc                          | Mind Medicine MindMed, Inc.                                                    | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | US        |       125 | NS      | $907.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor BioPharma Inc                                  | Vor BioPharma, Inc.                                                            | CUSIP: 929033108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $22.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finch Therapeutics Group Inc                       | Finch Therapeutics Group, Inc.                                                 | CUSIP: 31773D200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $13.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                          | ONEOK, Inc.                                                                    | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1031054.70   | 0.19%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Inc                            | Goosehead Insurance, Inc.                                                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       211 | NS      | $22842.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Holdings Inc                                | Fathom Holdings, Inc.                                                          | CUSIP: 31189V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $43.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                              | Lucid Diagnostics, Inc.                                                        | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $54.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                                  | Blink Charging Co.                                                             | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $300.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                         | U.S. Secured Overnight Financing Rate                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  -6950000 | OU      | $-131500.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     13000 | PA      | $11674.96     | 0.00%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| Ampio Pharmaceuticals Inc                          | Ampio Pharmaceuticals, Inc.                                                    | CUSIP: 03209T307<br>LEI: 529900DG3YQA5XIHV057 | Long             | EC               | CORP              | US        |         4 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NFM & J LLC                                        | The Facilities Group                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1833429 | PA      | $1807944.38   | 0.33%             | 2027-11-30      | Variable      | 10.18%                | No            |                  3 | On Loan: No      |
| Valley National Bancorp                            | Valley National Bancorp                                                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      4679 | NS      | $41081.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                       | ADT Security Corp.                                                             | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3132317.76   | 0.58%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                             | Advance Auto Parts, Inc.                                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1253 | NS      | $60056.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMS GRP / FIN                             | Cogent Communications Group Incorporated / Cogent Communications Finance, Inc. | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $855255.55    | 0.16%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                             | Nurix Therapeutics, Inc.                                                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $3964.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN VETERINARY COMPANY LLC                    | Southern Veterinary Partners LLC                                               | CUSIP: N/A<br>LEI: 549300DT78GYJYRK0R74       | Long             | LON              | CORP              | US        |   3741338 | PA      | $3741973.79   | 0.69%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 15 Year                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   7523321 | PA      | $7523200.63   | 1.39%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orthofix Medical Inc                               | Orthofix Medical, Inc.                                                         | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $877.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molecular Templates Inc                            | Molecular Templates, Inc.                                                      | CUSIP: 608550208<br>LEI: 529900VZKP6N0B8U5F61 | Long             | EC               | CORP              | US        |        14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group plc                                                              | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1264356.16   | 0.23%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                        | Homestead Spe Issuer LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433458.62   | 0.26%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| EchoStar Corp                                      | EchoStar Corp.                                                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2985 | NS      | $52924.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1SARL /                           | Albion Financing 1 SARL / Aggreko Holdings, Inc.                               | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    450000 | PA      | $456376.08    | 0.08%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RBB Bancorp                                        | RBB Bancorp                                                                    | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        83 | NS      | $1409.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                         | CareDx, Inc.                                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       593 | NS      | $10075.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                             | Oportun Financial Corp.                                                        | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       124 | NS      | $824.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-735.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT REVOLVING TRUST TPRT_24-A               | Top Pressure Recovery Turbines                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   1304645 | PA      | $1305949.74   | 0.24%             | 2069-11-01      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| AvidXchange Holdings Inc                           | AvidXchange Holdings, Inc.                                                     | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $1439.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Therapeutics Inc                           | Applied Therapeutics, Inc.                                                     | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |       105 | NS      | $37.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp.                                                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4423 | NS      | $293067.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                              | 1-800-Flowers.com, Inc.                                                        | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $1559.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEI Pharma Inc                                     | MEI Pharma, Inc.                                                               | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |        33 | NS      | $71.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                        | Alector, Inc.                                                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       695 | NS      | $924.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                     | Lovesac Co.                                                                    | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1454.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain, Inc.                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2868887.57   | 0.53%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tvardi Therapeutics Inc                            | Tvardi Therapeutics, Inc.                                                      | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |         7 | NS      | $198.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients, Inc.                                                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150251.80    | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1475272.67   | 0.27%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Tenaya Therapeutics Inc                            | Tenaya Therapeutics, Inc.                                                      | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $70.38        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                           | TSG Solutions Holding                                                          | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1135589.37   | 0.21%             | 2029-03-30      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                         | Air Canada                                                                     | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $1967446.60   | 0.36%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                       | AGL CLO 17 Ltd.                                                                | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $477322.50    | 0.09%             | 2035-01-21      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   4110000 | NC      | $2281.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Mortgage Capital Inc                       | Invesco Mortgage Capital, Inc.                                                 | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       182 | NS      | $1343.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                               | Swiss Re Finance Luxembourg S.A.                                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $591807.00    | 0.11%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                | Recess Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1584030 | PA      | $1582841.98   | 0.29%             | 2030-02-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                             | Ares Finance Company IV LLC                                                    | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1111754.66   | 0.20%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                      | Bandwidth, Inc.                                                                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       275 | NS      | $3855.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US                      | GoldenTree Loan Management US CLO 24 Ltd.                                      | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $588392.10    | 0.11%             | 2038-10-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                             | T. Rowe Price Group, Inc.                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3987 | NS      | $373143.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                         | Vuzix Corp.                                                                    | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       349 | NS      | $1019.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                     | Green Dot Corp.                                                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $2892.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 Issuer LLC                                   | VB-S1 Issuer LLC - VBTEL                                                       | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4709227.00   | 0.87%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                           | Alterra Mountain Co.                                                           | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |   1044757 | PA      | $1046062.51   | 0.19%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Community Health Systems Inc                       | Community Health Systems, Inc.                                                 | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $5653.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                 | Middlesex Water Co.                                                            | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $5852.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CDX.NA.HY.43.V1 (25-35%)                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -1935000 | OU      | $-288453.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                          | Ball Corp.                                                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2988 | NS      | $160097.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC (USA)                              | Blue Ribbon LLC                                                                | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |   3341772 | PA      | $2545327.60   | 0.47%             | 2028-05-08      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -3580492 | PA      | $-3580491.85  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Comtech Telecommunications Cor                     | Comtech Telecommunications Corp.                                               | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       152 | NS      | $316.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                             | eXp World Holdings, Inc.                                                       | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       736 | NS      | $6270.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                          | ONE Hotels GmbH                                                                | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $304244.27    | 0.06%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DarioHealth Corp                                   | DarioHealth Corp.                                                              | CUSIP: 23725P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $57.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN NEWCO BV                                   | Artisan Newco B.V.                                                             | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    989866 | PA      | $1127735.01   | 0.21%             | 2032-03-18      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MGTA_C                                             | Magnenta Therapeutics, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       178 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EW Scripps Co/The                                  | EW Scripps Co.                                                                 | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       335 | NS      | $743.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                | CuriosityStream, Inc.                                                          | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       155 | NS      | $1057.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                        | Nikola Corp.                                                                   | CUSIP: 654110303<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |        89 | NS      | $9.76         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In                     | Aveanna Healthcare Holdings, Inc.                                              | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       235 | NS      | $1252.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                         | Enanta Pharmaceuticals, Inc.                                                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       230 | NS      | $1363.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                           | TPG RE Finance Trust, Inc.                                                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $2749.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                 | Corsair Gaming, Inc.                                                           | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       163 | NS      | $1432.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                  | Helen of Troy Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       281 | NS      | $7556.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    244000 | NC      | $9245.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                              | Eisner Advisory Group                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2715728 | PA      | $2723875.31   | 0.50%             | 2031-02-28      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                   | Under Armour, Inc.                                                             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8161 | NS      | $54760.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2712807.30   | 0.50%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                     | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90481.51     | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                           | HAH Group Holding Co. LLC                                                      | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |   1881881 | PA      | $1841590.28   | 0.34%             | 2031-09-24      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                             | Franklin Resources, Inc.                                                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      9379 | NS      | $202961.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial, Inc.                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1489229.31   | 0.27%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Workhorse Group Inc                                | Workhorse Group, Inc.                                                          | CUSIP: 98138J404<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |         4 | NS      | $3.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC INC                             | Danimer Scientific, Inc.                                                       | CUSIP: 236272134<br>LEI: 549300L6Q02MAX72BH35 | N/A              | DE               |  | US        |       352 | NS      | $0.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                         | Audacy, Inc.                                                                   | CUSIP: 05070N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $3.62         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mesa Laboratories Inc                              | Mesa Laboratories, Inc.                                                        | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        29 | NS      | $2917.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hookipa Pharma Inc                                 | Hookipa Pharma, Inc.                                                           | CUSIP: 43906K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $17.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                                 | EVI Industries, Inc.                                                           | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |        27 | NS      | $500.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                             | First Republic Bank                                                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1594 | NS      | $6.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd.                                                              | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    880000 | PA      | $912897.92    | 0.17%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                            | Advantage Solutions, Inc.                                                      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $541.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                     | LCI Industries                                                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       289 | NS      | $25183.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                          | One Hotels GmbH                                                                | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1140256.64   | 0.21%             | 2032-05-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                               | Generac Holdings, Inc.                                                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2048 | NS      | $250122.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                           | Rackspace Technology, Inc.                                                     | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $369.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's Inc                                     | Kirkland's, Inc.                                                               | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $79.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | Goldman Sachs Swaption Forward Volatility Index                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | US        |     20468 | NC      | $-106231.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                      | Alimentation Couche-Tard Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23999 | NS      | $407983.00    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP Paribas                                        | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   8780000 | NC      | $132430.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                      | GoldenTree Loan Management US CLO 1 Ltd.                                       | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1157593.22   | 0.21%             | 2037-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                     | Saluda Grade Alternative Mortgage Trust                                        | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336535 | PA      | $346271.00    | 0.06%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                            | Aegion Corp.                                                                   | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |   1204030 | PA      | $1198010.19   | 0.22%             | 2028-05-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1317126.83   | 0.24%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                   | Modena Buyer LLC                                                               | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |   1393000 | PA      | $1349468.75   | 0.25%             | 2031-07-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                           | Bio-Rad Laboratories, Inc.                                                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       482 | NS      | $109380.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc                          | Syros Pharmaceuticals, Inc.                                                    | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |        34 | NS      | $1.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                        | Enviri Corp.                                                                   | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       459 | NS      | $3740.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PLC                                | Perrigo Finance Unlimited Co.                                                  | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |    250000 | PA      | $293104.42    | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                             | KKR Group Finance Company X LLC                                                | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $987222.70    | 0.18%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Greenwich Lifesciences Inc                         | Greenwich Lifesciences, Inc.                                                   | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $236.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                          | ANSYS, Inc.                                                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2022 | NS      | $668918.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3057317.58   | 0.56%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                   | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $536362.89    | 0.10%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                         | Applebee's Funding LLC / IHOP Funding LLC                                      | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $972253.85    | 0.18%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | US Foods, Inc.                                                                 | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4087908.40   | 0.75%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncocyte Corp                                      | Oncocyte Corp.                                                                 | CUSIP: 68235C206<br>LEI: 549300BIYAW8GO410287 | Long             | EC               | CORP              | US        |        17 | NS      | $56.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGENOVIS HEALTH INC                               | CCRR Parent, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1812641 | PA      | $809652.46    | 0.15%             | 2028-03-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Dianthus Therapeutics Inc                          | Dianthus Therapeutics, Inc.                                                    | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |        11 | NS      | $191.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAUDIUS LUXCO SARL                                | Cegid Group                                                                    | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |   1450000 | PA      | $1648201.79   | 0.30%             | 2028-07-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| LiveRamp Holdings Inc                              | LiveRamp Holdings, Inc.                                                        | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       775 | NS      | $25249.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                     | AMC Entertainment Holdings, Inc.                                               | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1286 | NS      | $4578.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc                                 | TherapeuticsMD, Inc.                                                           | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |        46 | NS      | $67.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                           | Century Therapeutics, Inc.                                                     | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $50.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -641331 | PA      | $-641331.47   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Kopin Corp                                         | Kopin Corp.                                                                    | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |       462 | NS      | $591.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                     | CVR Energy, Inc.                                                               | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3141650.82   | 0.58%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp.                                                  | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4812023.80   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                              | Jackson Financial, Inc.                                                        | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     26000 | NS      | $675480.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                              | VFH Parent LLC / Valor Company-Issuer, Inc.                                    | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $625555.80    | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LivePerson Inc                                     | LivePerson, Inc.                                                               | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       775 | NS      | $560.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                         | Fertitta Entertainment LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1649000 | PA      | $1638347.46   | 0.30%             | 2029-01-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Telesat Corp                                       | Telesat Corp.                                                                  | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $658.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSPEC PARENT LLC                                  | AmSpec Parent LLC                                                              | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |    173333 | PA      | $174200.00    | 0.03%             | 2031-12-22      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding Ltd.                                                | CUSIP: 69702LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $3497693.15   | 0.64%             | 2030-04-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust                                                                       | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1630406.25   | 0.30%             | 2029-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| National Energy Services Reuni                     | National Energy Services Reunited Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       226 | NS      | $1396.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                | PayPal Holdings, Inc.                                                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5816 | NS      | $408748.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1687626.60   | 0.31%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard BioTools Inc                              | Standard BioTools, Inc.                                                        | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |       454 | NS      | $458.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                    | 3D Systems Corp.                                                               | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      1453 | NS      | $2252.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT COMPANY INC                           | Boxer Parent Co., Inc.                                                         | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |   1350000 | PA      | $1339659.00   | 0.25%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Sportsman's Warehouse Holdings                     | Sportsman's Warehouse Holdings, Inc.                                           | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       259 | NS      | $489.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                             | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   2774000 | NC      | $67234.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tilly's Inc                                        | Tilly's, Inc.                                                                  | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $193.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                        | GrafTech Finance, Inc.                                                         | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |   1011373 | PA      | $1004425.30   | 0.19%             | 2029-12-21      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| Aligos Therapeutics Inc                            | Aligos Therapeutics, Inc.                                                      | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |         5 | NS      | $26.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -492313 | PA      | $-492313.26   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                | Dentsply Sirona, Inc.                                                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5242 | NS      | $83767.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                       | Barnes & Noble Education, Inc.                                                 | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |         2 | NS      | $24.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | CBOE Volatility Index                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |     -1472 | NC      | $-171488.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Stewart Information Services C                     | Stewart Information Services Corp.                                             | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       313 | NS      | $18886.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                            | Silvergate Capital Corp.                                                       | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       327 | NS      | $124.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I plc                                                     | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $2941273.08   | 0.54%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                 | Sunrise FinCo I B.V.                                                           | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $696525.00    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-53620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                    | U.S. Treasury Notes                                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $2043506.25   | 0.38%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Replimune Group Inc                                | Replimune Group, Inc.                                                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       177 | NS      | $1589.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                           | Herc Holdings Escrow, Inc.                                                     | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236951.89    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                  | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1148105.64   | 0.21%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                            | Reinsurance Group of America, Inc.                                             | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260142.26    | 0.05%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                         | Zoetis, Inc.                                                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1380 | NS      | $232709.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                        | Deluxe Corp.                                                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       503 | NS      | $7177.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                            | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679842.16    | 0.13%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEW BOOST HOLDCO LLC                               | Worldpay US, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $360451.64    | 0.07%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                              | Lincoln National Corp.                                                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8597 | NS      | $284904.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                                | Chefs' Warehouse, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    990917 | PA      | $993393.96    | 0.18%             | 2029-08-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| VirnetX Holding Corp                               | VirnetX Holding Corp.                                                          | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |        18 | NS      | $139.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                  | Higginbotham Insurance Agency, Inc.                                            | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Short            | LON              | CORP              | US        |   -146526 | PA      | $-970.00      | -0.00%            | 2028-11-24      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| TTEC Holdings Inc                                  | TTEC Holdings, Inc.                                                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       108 | NS      | $530.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                          | Howden Group Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 213800OOZO37Y7YL2O58       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1423631.61   | 0.26%             | 2031-02-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start II Ltd.                                                                  | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    575298 | PA      | $566743.48    | 0.10%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                    | Michael Baker International LLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1389500 | PA      | $1383427.89   | 0.26%             | 2028-12-01      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                   | Fugue Finance LLC                                                              | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |   1389518 | PA      | $1392407.70   | 0.26%             | 2032-01-09      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| LivaNova PLC                                       | LivaNova plc                                                                   | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |       625 | NS      | $27031.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                             | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |  -2774000 | NC      | $-20349.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-52185.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                   | Cengage Learning, Inc.                                                         | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    545882 | PA      | $546127.52    | 0.10%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALX Oncology Holdings Inc                          | ALX Oncology Holdings, Inc.                                                    | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $50.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Inc                                         | Beyond, Inc.                                                                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       504 | NS      | $3230.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                           | AmeriTex HoldCo Intermediate LLC                                               | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $689672.10    | 0.13%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Forte Biosciences Inc                              | Forte Biosciences, Inc.                                                        | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |         2 | NS      | $17.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC / New Red Finance, Inc.                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4138503.80   | 0.76%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Spyre Therapeutics Inc                             | Spyre Therapeutics, Inc.                                                       | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |         9 | NS      | $137.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 Trust                                 | AASET Trust                                                                    | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478597 | PA      | $440211.20    | 0.08%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Traeger Inc                                        | Traeger, Inc.                                                                  | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $244.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor                     | Pacific Biosciences of California, Inc.                                        | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      2271 | NS      | $2188.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-39655.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                | Luxfer Holdings plc                                                            | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | US        |       164 | NS      | $1874.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KANE FEEDERCO LTD                                  | Kane Bidco Ltd.                                                                | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    700000 | PA      | $800404.61    | 0.15%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Scilex Holding Co                                  | Scilex Holding Co.                                                             | CUSIP: 80880W205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $71.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                        | Aterian, Inc.                                                                  | CUSIP: 02156U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $18.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B                     | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates         | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  11795960 | PA      | $675306.93    | 0.12%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Zumiez Inc                                         | Zumiez, Inc.                                                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       114 | NS      | $1423.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                             | ConnectOne Bancorp, Inc.                                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       218 | NS      | $5007.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHOR HOLDINGS SCA                                | TVL Finance plc                                                                | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |    850000 | PA      | $933880.84    | 0.17%             | 2030-06-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                    | Atlantic Aviation                                                              | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |    782115 | PA      | $776772.97    | 0.14%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| PMV Pharmaceuticals Inc                            | PMV Pharmaceuticals, Inc.                                                      | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $137.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                      | Cable One, Inc.                                                                | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424575.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC                     | Dispatch Terra Acquisition LLC                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1172626 | PA      | $1144565.28   | 0.21%             | 2028-03-27      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                          | Cobham Ultra SeniorCo SARL                                                     | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |   1442759 | PA      | $1428071.77   | 0.26%             | 2029-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| MarineMax Inc                                      | MarineMax, Inc.                                                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       123 | NS      | $2607.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                        | Cerence, Inc.                                                                  | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       454 | NS      | $3863.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP Capital Markets plc                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479873.25    | 0.09%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Assertio Holdings Inc                              | Assertio Holdings, Inc.                                                        | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $114.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                          | Liberty Latin America Ltd.                                                     | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       906 | NS      | $4530.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                             | Pioneer Bancorp, Inc.                                                          | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $786.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Bio Inc                                 | Tourmaline Bio, Inc.                                                           | CUSIP: 89157D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $200.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERGRID SERVICES LLC                             | Powergrid Services LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -470000 | PA      | $-32900.00    | -0.01%            | 2030-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Etsy Inc                                           | Etsy, Inc.                                                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      4899 | NS      | $271159.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD               | Pershing Square Tontine Holdings, Ltd. - Class A                               | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | Long             | EC               | CORP              | US        |    329700 | NS      | $32.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kymera Therapeutics Inc                            | Kymera Therapeutics, Inc.                                                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $11944.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX Trust                                                                      | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361841 | PA      | $360580.32    | 0.07%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -332500 | PA      | $0.00         | 0.00%             | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| FINASTRA SUBCO LTD                                 | Finastra                                                                       | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |   1188000 | PA      | $1186016.04   | 0.22%             | 2029-09-13      | Variable      | 11.43%                | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                      | MaxLinear, Inc.                                                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       829 | NS      | $9442.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMMA MANAGEMENT LLC                               | Lottomatica Group SpA                                                          | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    700000 | PA      | $814235.07    | 0.15%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                        | Polaris Newco LLC                                                              | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |   1492268 | PA      | $1626819.58   | 0.30%             | 2028-06-02      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limi                     | Labrador Aviation Finance Ltd.                                                 | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1097990 | PA      | $1067771.35   | 0.20%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2049246.98   | 0.38%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group, Inc.                                                | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     85536 | NS      | $1436149.44   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Outdoor Holding Co                                 | Outdoor Holding Co.                                                            | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |       515 | NS      | $746.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL ENTERTAINMENT JJCO 3 LTD             | ATG Entertainment                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1350750.49   | 0.25%             | 2032-04-02      | Variable      | 9.21%                 | No            |                  3 | On Loan: No      |
| CS Disco Inc                                       | CS Disco, Inc.                                                                 | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $330.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC MARINE CORP COM                           | Atlantic Marine Corporations Communities LLC                                   | CUSIP: 048677AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1991164 | PA      | $1627575.83   | 0.30%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |    832000 | NC      | $20165.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XOMA Corp.                                         | XOMA Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       153 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                        | CBOE Volatility Index                                                          | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |      1472 | NC      | $253184.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-52045.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTER DOUGLAS INC                                 | Hunter Douglas, Inc.                                                           | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   1296750 | PA      | $1275677.81   | 0.24%             | 2032-01-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Codexis Inc                                        | Codexis, Inc.                                                                  | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $1623.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals Inc                         | Oramed Pharmaceuticals, Inc.                                                   | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |       212 | NS      | $496.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                     | Joint Corp.                                                                    | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $1765.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Credit Allocation In                     | BlackRock Credit Allocation Income Trust                                       | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    290333 | NS      | $3115273.09   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                     | National Storage Affiliates Trust                                              | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       949 | NS      | $32645.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                            | Kezar Life Sciences, Inc.                                                      | CUSIP: 49372L209<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |        21 | NS      | $87.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                            | Standard Industries, Inc.                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884789.30    | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                               | Veritex Holdings, Inc.                                                         | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       278 | NS      | $6727.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                             | RR 39 Ltd.                                                                     | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1165375.00   | 0.21%             | 2038-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-80955.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1193666.50   | 0.22%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                          | Liberty Latin America Ltd.                                                     | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       237 | NS      | $1163.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp.                                                            | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2309515.90   | 0.43%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upland Software Inc                                | Upland Software, Inc.                                                          | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       172 | NS      | $371.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                         | Affimed N.V.                                                                   | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | US        |        69 | NS      | $2.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer            | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1490433.29   | 0.27%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Douglas Elliman Inc                                | Douglas Elliman, Inc.                                                          | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       449 | NS      | $1221.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                    | Pure Cycle Corp.                                                               | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1210.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -5472238 | PA      | $-5472238.21  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                              | Sammontana Italia S.p.A.                                                       | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $399443.56    | 0.07%             | 2031-10-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Smith & Wesson Brands Inc                          | Smith & Wesson Brands, Inc.                                                    | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       285 | NS      | $2713.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -5966880 | PA      | $-5966879.95  | -1.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Factory Holding Corp                           | Fox Factory Holding Corp.                                                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       493 | NS      | $12645.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                | Lifetime Brands, Inc.                                                          | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        75 | NS      | $249.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989682.10    | 0.18%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MaxCyte Inc                                        | MaxCyte, Inc.                                                                  | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |       563 | NS      | $1339.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp.                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553996.85    | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Codiak Biosciences Inc                             | Codiak Biosciences, Inc.                                                       | CUSIP: 192010106<br>LEI: 549300QVVVW74Y10Q230 | Long             | EC               | CORP              | US        |        94 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COGENT COMM GROUP LLC                              | Cogent Communications Group LLC                                                | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502691.32    | 0.09%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Fuels Inc/Canada                            | Energy Fuels, Inc.                                                             | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |       900 | NS      | $4401.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biodesix Inc                                       | Biodesix, Inc.                                                                 | CUSIP: 09075X108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $22.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure                      | HA Sustainable Infrastructure Capital, Inc.                                    | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |       896 | NS      | $22444.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORP                                        | Enviri Corp.                                                                   | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2580560.85   | 0.48%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc                                     | DMC Global, Inc.                                                               | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       111 | NS      | $717.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    370000 | PA      | $367467.65    | 0.07%             | 2031-04-30      | Variable      | 9.54%                 | No            |                  3 | On Loan: No      |
| Clearwater Analytics Holdings                      | Clearwater Analytics Holdings, Inc.                                            | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $1339.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                    | NeoGenomics, Inc.                                                              | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $9646.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                          | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    551000 | NC      | $54276.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AngioDynamics Inc                                  | AngioDynamics, Inc.                                                            | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       220 | NS      | $2244.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                           | ASGN, Inc.                                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       596 | NS      | $31474.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1397555 | PA      | $-1397555.11  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -749419 | PA      | $-749419.36   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                | Paycom Software, Inc.                                                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1974 | NS      | $511443.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL CHANGER HOLDING CORP                           | Oil Changer Holding Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -84631 | PA      | $0.00         | 0.00%             | 2027-02-08      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC           | Asurion LLC                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    490000 | PA      | $488162.50    | 0.09%             | 2028-08-19      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                            | Helios Technologies, Inc.                                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       378 | NS      | $11460.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp                                        | Yellow Corp.                                                                   | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |       300 | NS      | $105.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                    | MillerKnoll, Inc.                                                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       872 | NS      | $14710.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp.                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444080.43    | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER MIV SCSP                                 | Speedster Bidco GmbH                                                           | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1140949.35   | 0.21%             | 2031-12-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Tucows Inc                                         | Tucows, Inc.                                                                   | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        58 | NS      | $1125.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2576330 | PA      | $-2576329.99  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2654616 | PA      | $-2654615.54  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLIV LLC                                                 | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2047728.19   | 0.38%             | 2036-01-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                | Xerox Corp.                                                                    | CUSIP: N/A<br>LEI: 4KF48RN45X1OO8UBLY20       | Long             | LON              | CORP              | US        |    917727 | PA      | $881018.18    | 0.16%             | 2029-11-17      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ameresco Inc                                       | Ameresco, Inc.                                                                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       362 | NS      | $4988.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                              | Bausch Health Companies, Inc.                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $2693625.00   | 0.50%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK plc                                          | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1449424.20   | 0.27%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AtriCure Inc                                       | AtriCure, Inc.                                                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $18149.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                           | Ooma, Inc.                                                                     | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $1774.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC                                      | Steelcase, Inc.                                                                | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1407326.50   | 0.26%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird A                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7684775.37   | 1.42%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| DermTech Inc                                       | DermTech, Inc.                                                                 | CUSIP: 24984K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANGER INC                                         | Hanger, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Short            | LON              | CORP              | US        |   -135741 | PA      | $-475.10      | -0.00%            | 2031-10-23      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| Trevena Inc                                        | Trevena, Inc.                                                                  | CUSIP: 89532E307<br>LEI: 549300YXUV4MU2J7QS07 | Long             | EC               | CORP              | US        |         1 | NS      | $1.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                  | Sprout Social, Inc.                                                            | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       530 | NS      | $11569.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                           | Cheplapharm Arzneimittel GmbH                                                  | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   3125000 | PA      | $2977213.13   | 0.55%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pyxis Oncology Inc                                 | Pyxis Oncology, Inc.                                                           | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $75.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                      | Ambarella, Inc.                                                                | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |       412 | NS      | $21687.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                 | Outfront Media, Inc.                                                           | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1726 | NS      | $28513.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                         | Global Water Resources, Inc.                                                   | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $761.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                           | Mill City Securities Ltd.                                                      | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2831850.00   | 0.52%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Silicon Laboratories Inc                           | Silicon Laboratories, Inc.                                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       444 | NS      | $53515.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                        | American Outdoor Brands, Inc.                                                  | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $972.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1195641.40   | 0.22%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5260000 | PA      | $4417077.11   | 0.81%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                      | Tegra118 Wealth Solutions, Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1233808 | PA      | $1210156.19   | 0.22%             | 2027-02-18      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Verastem Inc                                       | Verastem, Inc.                                                                 | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |        85 | NS      | $639.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Company, Inc.                                                  | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138786.84    | 0.03%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                   | ITT Holdings LLC                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3501185.25   | 0.65%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource, Inc.                                                     | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514037.00   | 0.28%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                            | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506507.00   | 0.28%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Seritage Growth Properties                         | Seritage Growth Properties                                                     | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       222 | NS      | $626.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRION GROUP LLC                                  | Engineering Research And Consulting LLC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1396500 | PA      | $1368570.00   | 0.25%             | 2031-08-29      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                             | Powergrid Services LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -209412 | PA      | $0.00         | 0.00%             | 2032-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group, Inc.                                                             | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | EP               | CORP              | US        |   5000000 | NS      | $5000000.00   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1          | CHEST                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $460631.51    | 0.08%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch | Canadian Imperial Bank of Commerce                                             | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |   -282795 | PA      | $-282795.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CytomX Therapeutics Inc                            | CytomX Therapeutics, Inc.                                                      | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       386 | NS      | $1022.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                             | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   -832000 | NC      | $-6103.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                            | Regatta 33 Funding Ltd.                                                        | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $600000.00    | 0.11%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Materials Inc                                 | Meta Materials, Inc.                                                           | CUSIP: 59134N302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAW DEVELOPMENT LLC                               | Shaw Development LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -143617 | PA      | $-9140.68     | -0.00%            | 2029-10-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Charles River Laboratories Int                     | Charles River Laboratories International, Inc.                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       985 | NS      | $133595.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                           | Children's Place, Inc.                                                         | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       161 | NS      | $978.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUCE FINCO PLC                                    | Deuce FinCo plc                                                                | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1604732.01   | 0.30%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                  | Gibson Brands, Inc.                                                            | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |   5563125 | PA      | $5349890.42   | 0.99%             | 2028-08-11      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| PHM GROUP TOPCO OY                                 | PHM Group Holding OY                                                           | CUSIP: N/A<br>LEI: 7437002P82P6OBDFWT48       | Long             | LON              | CORP              | FI        |   1300000 | PA      | $1463968.88   | 0.27%             | 2032-02-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                      | Boyne USA, Inc.                                                                | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1537588.96   | 0.28%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC  | Foundation Building Materials Holding Company LLC                              | CUSIP: N/A<br>LEI: 549300X5S4H9C8CNO521       | Long             | LON              | CORP              | US        |   1336500 | PA      | $1252781.64   | 0.23%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201074.00    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                             | Sherwood Financing plc                                                         | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1699551.44   | 0.31%             | 2029-12-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| DMG PRACTICE MANAGEMENT SOLUTIONS LLC              | Midwest Physician Administrative Services                                      | CUSIP: N/A<br>LEI: 5493001F7B0DCPKBGK48       | Long             | LON              | CORP              | US        |    370795 | PA      | $350123.64    | 0.06%             | 2028-03-12      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                 | Outset Medical, Inc.                                                           | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $632.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inozyme Pharma Inc                                 | Inozyme Pharma, Inc.                                                           | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $337.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                             | Lionsgate Studios Corp.                                                        | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $12768.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                      | American Eagle Outfitters, Inc.                                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1778 | NS      | $19486.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERVANTES BIDCO SLU                                | Cervantes Bidco S.L.U.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1141267.32   | 0.21%             | 2031-10-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| 22nd Century Group Inc                             | 22nd Century Group, Inc.                                                       | CUSIP: 90137F400<br>LEI: 5493000LGPXTLG1UMJ56 | Long             | EC               | CORP              | US        |         1 | NS      | $0.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                       | SpringWorks Therapeutics, Inc.                                                 | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $15974.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                       | ASP Dream Acquisiton Co. LLC                                                   | CUSIP: N/A<br>LEI: 254900DH5Q9BDS6KS803       | Long             | LON              | CORP              | US        |   3152500 | PA      | $3042162.50   | 0.56%             | 2028-12-15      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Shyft Group Inc/The                                | Shyft Group, Inc.                                                              | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       406 | NS      | $4258.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iCAD Inc                                           | iCAD, Inc.                                                                     | CUSIP: 44934S206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $499.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                         | Telos Corp.                                                                    | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       238 | NS      | $599.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                         | GrafTech International Ltd.                                                    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      2345 | NS      | $2336.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HT HOLDING LLC                                     | HighTower Holding LLC                                                          | CUSIP: N/A<br>LEI: 254900MKOSB7RTMA9K12       | Long             | LON              | CORP              | US        |   2740134 | PA      | $2733283.18   | 0.50%             | 2032-02-03      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                           | MarketAxess Holdings, Inc.                                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       746 | NS      | $161441.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IVI AMERICA LLC                                    | IVI America LLC                                                                | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    645125 | PA      | $647544.22    | 0.12%             | 2031-04-18      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Gevo Inc                                           | Gevo, Inc.                                                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      1167 | NS      | $1482.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligned Data Centers Issuer LL                     | Aligned Data Centers Issuer LLC                                                | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $381561.24    | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Rapid Micro Biosystems Inc                         | Rapid Micro Biosystems, Inc.                                                   | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $286.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluent Inc                                         | Fluent, Inc.                                                                   | CUSIP: 34380C201<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |        43 | NS      | $77.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                        | Aemetis, Inc.                                                                  | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       161 | NS      | $275.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                             | Stoke Therapeutics, Inc.                                                       | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       113 | NS      | $1078.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                 | Ready Capital Corp.                                                            | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       355 | NS      | $1586.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                           | Gold 100 oz. Futures Contracts                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $43024.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AUTO AUCTION GROUP LLC                    | American Auto Auction Group LLC                                                | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    300000 | PA      | $300000.00    | 0.06%             | 2032-05-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Industrial Logistics Propertie                     | Industrial Logistics Properties Trust                                          | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       380 | NS      | $1250.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                      | Synaptics, Inc.                                                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       463 | NS      | $27205.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLVII LLC                                                | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $799995.52    | 0.15%             | 2036-07-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings Inc                         | Grid Dynamics Holdings, Inc.                                                   | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |       530 | NS      | $6640.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                   | Nuvation Bio, Inc.                                                             | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $3926.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                 | Thryv Holdings, Inc.                                                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $1197.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                                  | Upbound Group, Inc.                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $3264683.62   | 0.60%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TECTONIC THERAPEUTIC INC                           | Tectonic Therapeutic, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                | Capstone Acquisition Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -225410 | PA      | $-1112.35     | -0.00%            | 2029-11-12      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    272124 | PA      | $267685.92    | 0.05%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817668.80    | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2997936 | PA      | $-2997936.44  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                            | Apex Group Treasury LLC                                                        | CUSIP: N/A<br>LEI: 254900N6HRPDDNW7HP03       | Long             | LON              | CORP              | US        |    539041 | PA      | $537920.04    | 0.10%             | 2032-02-19      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Infinity Pharmaceuticals Inc                       | Infinity Pharmaceuticals, Inc.                                                 | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |       521 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                   | AMC Networks, Inc.                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371000.00    | 0.07%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -8780000 | NC      | $-60782.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Inc                                         | CarMax, Inc.                                                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2577 | NS      | $166113.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     11155 | NS      | $176918.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings, Inc.                              | Rafael Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        66 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software Inc                           | Smith Micro Software, Inc.                                                     | CUSIP: 832154405<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |        34 | NS      | $27.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                           | SCIL IV LLC / SCIL USA Holdings LLC                                            | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2238605.71   | 0.41%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Passage Bio Inc                                    | Passage Bio, Inc.                                                              | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $95.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2414492 | PA      | $-2414491.75  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| LL Flooring Holdings Inc                           | LL Flooring Holdings, Inc.                                                     | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Papa John's International Inc                      | Papa John's International, Inc.                                                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       387 | NS      | $17511.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                    | Best Buy Company, Inc.                                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2703 | NS      | $179154.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                              | Carriage Services, Inc.                                                        | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2947640.22   | 0.54%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OneWater Marine Inc                                | OneWater Marine, Inc.                                                          | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $900.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                    | 1stdibs.com, Inc.                                                              | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $266.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                           | Broadstone Net Lease, Inc.                                                     | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1850 | NS      | $29433.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE BIDCO BV                                     | Drive Bidco B.V.                                                               | CUSIP: N/A<br>LEI: 254900SO04XJ573VEQ93       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1129911.42   | 0.21%             | 2031-07-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Newmark Group Inc                                  | Newmark Group, Inc.                                                            | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1942 | NS      | $21381.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athersys Inc                                       | Athersys, Inc.                                                                 | CUSIP: 04744L205<br>LEI: 529900SJN2POLMMUAI78 | Long             | EC               | CORP              | US        |        49 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xilio Therapeutics Inc                             | Xilio Therapeutics, Inc.                                                       | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $46.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                          | Udemy, Inc.                                                                    | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        81 | NS      | $592.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                     | Praxis Precision Medicines, Inc.                                               | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $462.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson, Inc.                                                           | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3034413.62   | 0.56%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                           | Encore Capital Group, Inc.                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2067030.71   | 0.38%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                            | BANGL LLC                                                                      | CUSIP: N/A<br>LEI: 549300PM5ZCKF0QY2J26       | Long             | LON              | CORP              | US        |   2173478 | PA      | $2173477.97   | 0.40%             | 2029-02-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO XVI LLC                                                           | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $847724.04    | 0.16%             | 2036-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications, Inc.                                                    | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1564027.06   | 0.29%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AUXEY BIDCO LTD                                    | Alexander Mann                                                                 | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |   1773000 | PA      | $1722026.25   | 0.32%             | 2027-06-29      | Variable      | 10.39%                | No            |                  2 | On Loan: No      |
| Camping World Holdings Inc                         | Camping World Holdings, Inc.                                                   | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       489 | NS      | $7951.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                          | One Hotels GmbH                                                                | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1138144.45   | 0.21%             | 2031-04-02      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                   | Symphony CLO 48 Ltd.                                                           | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-O            | CORP              | KY        |    850000 | PA      | $762705.00    | 0.14%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AmSpec Parent LLC                                  | AmSpec Parent LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -26667 | PA      | $0.00         | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Avis Budget Group Inc                              | Avis Budget Group, Inc.                                                        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       484 | NS      | $58946.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                          | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        | -14265537 | PA      | $-14265536.52 | -2.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CDX.NA.HY.43.V1 (15-25%)                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -1935000 | OU      | $-102364.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   1762000 | NC      | $978.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                      | Arrowhead Pharmaceuticals, Inc.                                                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1200 | NS      | $19284.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCORINVEST GROUP SA                               | AccorInvest Group S.A.                                                         | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $237677.05    | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stitch Fix Inc                                     | Stitch Fix, Inc.                                                               | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       949 | NS      | $4194.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                               | WW International, Inc.                                                         | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       627 | NS      | $166.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                 | Mativ Holdings, Inc.                                                           | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       135 | NS      | $772.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2296232 | PA      | $-2296232.15  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                    | Pushpay USA, Inc.                                                              | CUSIP: N/A<br>LEI: 9845001D6794B3C1FF33       | Long             | LON              | CORP              | US        |   1147125 | PA      | $1144257.19   | 0.21%             | 2031-08-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        | -16596137 | PA      | $-16596136.79 | -3.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1138069 | PA      | $-1138069.39  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS SOLUTIONS INC                              | National Mentor Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |   1170256 | PA      | $1133287.54   | 0.21%             | 2028-03-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Semtech Corp                                       | Semtech Corp.                                                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       756 | NS      | $28221.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                         | AirSculpt Technologies, Inc.                                                   | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $167.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital Limited Partnership / GLP Financing II, Inc.                       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2811616.60   | 0.52%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| One Liberty Properties Inc                         | One Liberty Properties, Inc.                                                   | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        95 | NS      | $2325.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group, Inc.                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      5454 | NS      | $220068.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontrak Inc                                         | Ontrak, Inc.                                                                   | CUSIP: 683373401<br>LEI: 549300OQ36UO20X0DB40 | Long             | EC               | CORP              | US        |         1 | NS      | $1.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                           | Essex Property Trust, Inc.                                                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       761 | NS      | $216047.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCORINVEST GROUP SA                               | AccorInvest Group S.A.                                                         | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $227969.87    | 0.04%             | 2032-05-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                     | Cliffwater LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1370000 | PA      | $1365463.23   | 0.25%             | 2032-04-22      | Variable      | 9.28%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                          | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    131500 | NS      | $2261800.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COS INC                                       | Hunt Companies, Inc.                                                           | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1785843.48   | 0.33%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       630 | NS      | $42846.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                            | Arsenal AIC Parent LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    295524 | PA      | $294194.46    | 0.05%             | 2030-08-18      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                         | Kaseya, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |   1400000 | PA      | $1399006.00   | 0.26%             | 2032-03-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                           | Women's Care Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2894737 | PA      | $2665560.52   | 0.49%             | 2028-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| ONE Group Hospitality Inc/The                      | ONE Group Hospitality, Inc.                                                    | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       123 | NS      | $423.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                          | DigitalOcean Holdings, Inc.                                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       593 | NS      | $16781.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO I LLC                                                             | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1549271.35   | 0.29%             | 2036-02-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Aegion Corp.                                       | Aegion Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -142857 | PA      | $-714.29      | -0.00%            | 2028-05-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                          | Curriculum Associates LLC                                                      | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Long             | LON              | CORP              | US        |   1400000 | PA      | $1393017.65   | 0.26%             | 2032-05-07      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver CAD                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -2690000 | NC      | $-30654.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | U.S. Treasury Notes                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1151187.50   | 0.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -5627519 | PA      | $-5627519.39  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Ranpak Holdings Corp                               | Ranpak Holdings Corp.                                                          | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       447 | NS      | $1488.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                     | Kennametal, Inc.                                                               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       980 | NS      | $21099.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION JVCO LTD                                    | Albion Financing 1 SARL                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    450000 | PA      | $518087.63    | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CarParts.com Inc                                   | CarParts.com, Inc.                                                             | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |       291 | NS      | $255.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                    | Inspired Finco Holdings, Ltd.                                                  | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1415781.85   | 0.26%             | 2031-02-28      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                    | Global Atlantic Finance Co.                                                    | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $872992.73    | 0.16%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                            | Blue Stream Issuer LLC                                                         | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014988.00   | 0.19%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Harvard Bioscience Inc                             | Harvard Bioscience, Inc.                                                       | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       234 | NS      | $109.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                  | Turtle Beach Corp.                                                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        90 | NS      | $1033.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARM_C                                             | Carisma Therapeutics, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      1182 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citi Trends Inc                                    | Citi Trends, Inc.                                                              | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        47 | NS      | $1244.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                | STAG Industrial, Inc.                                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2043 | NS      | $72689.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                           | Terraform Global Operating, LP                                                 | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    554000 | PA      | $546972.79    | 0.10%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| eHealth Inc                                        | eHealth, Inc.                                                                  | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       145 | NS      | $594.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                | Editas Medicine, Inc.                                                          | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       801 | NS      | $1377.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2334240 | PA      | $-2334240.18  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| National CineMedia Inc                             | National CineMedia, Inc.                                                       | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |        35 | NS      | $190.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                        | Accuray, Inc.                                                                  | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |       550 | NS      | $841.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                | CDW LLC / CDW Finance Corp.                                                    | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1722765.34   | 0.32%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                 | BCP V Modular Services Finance II plc                                          | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3315355.73   | 0.61%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anterix Inc                                        | Anterix, Inc.                                                                  | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        68 | NS      | $1808.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPC ACQUISITION CORP                               | NIC Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |   3058042 | PA      | $2633738.39   | 0.49%             | 2027-12-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                           | Ultra Clean Holdings, Inc.                                                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       521 | NS      | $10091.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                             | Danimer Scientific, Inc.                                                       | CUSIP: 236272407<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |        26 | NS      | $5.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2690314 | PA      | $-2690314.31  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                 | AmFam Holdings, Inc.                                                           | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1416249.36   | 0.26%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Vicor Corp                                         | Vicor Corp.                                                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       247 | NS      | $10779.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                               | Fulgent Genetics, Inc.                                                         | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       246 | NS      | $5097.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9 Meters Biopharma Inc                             | 9 Meters Biopharma, Inc.                                                       | CUSIP: 654405208<br>LEI: 549300TNBRYXYEAI2956 | Long             | EC               | CORP              | US        |        67 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                               | WW International, Inc.                                                         | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $542500.00    | 0.10%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                  | Higginbotham Insurance Agency, Inc.                                            | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |   2382000 | PA      | $2366231.31   | 0.44%             | 2028-11-24      | Variable      | 8.83%                 | No            |                  3 | On Loan: No      |
| Redwood Trust Inc                                  | Redwood Trust, Inc.                                                            | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |       675 | NS      | $3678.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                                    | Stereotaxis, Inc.                                                              | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |       295 | NS      | $628.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                               | OneMain Finance Corp.                                                          | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2969261.79   | 0.55%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1099697.55   | 0.20%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                               | Mannington Mills, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    550000 | PA      | $537625.00    | 0.10%             | 2032-03-07      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                       | Zentalis Pharmaceuticals, Inc.                                                 | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $517.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                             | Anika Therapeutics, Inc.                                                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        86 | NS      | $958.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                         | Upwork, Inc.                                                                   | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1378 | NS      | $21345.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -4827016 | PA      | $-4827016.50  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                      | Service Logic Acquisition, Inc.                                                | CUSIP: N/A<br>LEI: 25490008CFAWEVHSQF88       | Long             | LON              | CORP              | US        |    543075 | PA      | $542396.39    | 0.10%             | 2027-10-29      | Variable      | 7.28%                 | No            |                  3 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                           | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1516755.04   | 0.28%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $790143.00    | 0.15%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger, Inc.                                                                   | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |   1240304 | PA      | $1235963.12   | 0.23%             | 2031-10-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec USD / Deliver EUR                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        | -56260000 | NC      | $-928402.05   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| RFNA LP                                            | Rfna, LP                                                                       | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200499.87    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neogen Corp                                        | Neogen Corp.                                                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      1258 | NS      | $7371.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                              | Triumph Financial, Inc.                                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       281 | NS      | $16233.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humanigen Inc                                      | Humanigen, Inc.                                                                | CUSIP: 444863203<br>LEI: 549300ILAUCQNMJQXL47 | Long             | EC               | CORP              | US        |       284 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quaker Chemical Corp                               | Quaker Chemical Corp.                                                          | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       157 | NS      | $17025.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                      | Total Webhosting Solutions B.V.                                                | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1709056.33   | 0.32%             | 2031-11-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing B.V.                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $432218.50    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spero Therapeutics Inc                             | Spero Therapeutics, Inc.                                                       | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |       144 | NS      | $360.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                                | FS KKR Capital Corp.                                                           | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3133735.28   | 0.58%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                    | LendingTree, Inc.                                                              | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       136 | NS      | $4762.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc                             | Avalo Therapeutics, Inc.                                                       | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |         1 | NS      | $4.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                          | Qorvo, Inc.                                                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5008 | NS      | $380708.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                           | Sangamo Therapeutics, Inc.                                                     | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1415 | NS      | $657.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                          | Intellia Therapeutics, Inc.                                                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       814 | NS      | $5592.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                       | Ares Loan Funding V Ltd.                                                       | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1022692.90   | 0.19%             | 2037-07-27      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72456.00     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Climb Bio Inc                                      | Climb Bio, Inc.                                                                | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $48.38        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla Inc                                        | BioAtla, Inc.                                                                  | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $37.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -801599 | PA      | $-801599.35   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3530625.00   | 0.65%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| ON24 Inc                                           | ON24, Inc.                                                                     | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |       161 | NS      | $916.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp.                                                                   | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449468.24    | 0.08%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                 | Orion US FinCo                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $300093.00    | 0.06%             | 2032-05-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start Ltd.                                                                     | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    689631 | PA      | $684755.80    | 0.13%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SunPower Corp                                      | SunPower Corp.                                                                 | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       937 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CEVA Inc                                           | CEVA, Inc.                                                                     | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       132 | NS      | $2476.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMESTIC & GENERAL LTD                             | Galaxy Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1360306.73   | 0.25%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Ideanomics Inc                                     | Ideanomics, Inc.                                                               | CUSIP: 45166V205<br>LEI: 9845009A38D0B0JFB460 | Long             | EC               | CORP              | US        |        22 | NS      | $0.44         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corp                                  | Apyx Medical Corp.                                                             | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |       185 | NS      | $288.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                      | Trupanion, Inc.                                                                | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       446 | NS      | $21046.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group, Inc.                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4914226.50   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NS WIND DOWN CO INC                                | NanoString Technologies, Inc. Escrow                                           | CUSIP: N/A<br>LEI: 549300G4CK0Y3WRDMY89       | Long             | EC               | CORP              | US        |       532 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 2-Year Interest Rate Swap                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  11800000 | NC      | $97905.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 57 Ltd.                                     | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1308224.00   | 0.24%             | 2038-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1286298 | PA      | $-1286298.39  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Absci Corp                                         | Absci Corp.                                                                    | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $760.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                       | National Vision Holdings, Inc.                                                 | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       969 | NS      | $19195.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | Equitable Holdings, Inc.                                                       | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1415943.20   | 0.26%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                           | Affidea                                                                        | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |   1250000 | PA      | $1421857.26   | 0.26%             | 2029-07-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                            | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $716627.84    | 0.13%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                        | Normec 1 B.V.                                                                  | CUSIP: N/A<br>LEI: 724500QBPCBJWX2FJR30       | Long             | LON              | CORP              | NL        |   1150000 | PA      | $1308722.46   | 0.24%             | 2031-04-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Exponent Inc                                       | Exponent, Inc.                                                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       606 | NS      | $46262.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                      | Sun Country Airlines Holdings, Inc.                                            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       187 | NS      | $2165.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALDERYS FINANCING LLC                             | Calderys Financing LLC                                                         | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1330976.25   | 0.25%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BioLife Solutions Inc                              | BioLife Solutions, Inc.                                                        | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        61 | NS      | $1334.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344781.57    | 0.06%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FINASTRA SUBCO LTD                                 | Finastra USA, Inc.                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Short            | LON              | CORP              | US        |   -120000 | PA      | $0.00         | 0.00%             | 2029-09-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Warner Bros Discovery Inc                          | Warner Bros Discovery, Inc.                                                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     10664 | NS      | $106320.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vault DI Issuer LLC                                | Vault DI Issuer LLC                                                            | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $626020.59    | 0.12%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PAVmed Inc                                         | PAVmed, Inc.                                                                   | CUSIP: 70387R403<br>LEI: 549300V1JXXVXU7P8007 | Long             | EC               | CORP              | US        |        29 | NS      | $17.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                           | Travere Therapeutics, Inc.                                                     | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $5226.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                               | Beauty Health Co.                                                              | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1022 | NS      | $1665.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc                                      | Neurogene, Inc.                                                                | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |        10 | NS      | $170.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                              | Reynolds American, Inc.                                                        | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1554971.14   | 0.29%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                 | AASET Trust                                                                    | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680864 | PA      | $626336.84    | 0.12%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                        | Bell Telephone Company of Canada or Bell Canada                                | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1861957.97   | 0.34%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ATD CORP                                           | American Tire Distributors, Inc.                                               | CUSIP: N/A<br>LEI: HZ8T88YVE2JVXJ0BTQ24       | Long             | LON              | CORP              | US        |    175500 | PA      | $0.18         | 0.00%             | 2028-10-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NantHealth Inc                                     | NantHealth, Inc.                                                               | CUSIP: 630104305<br>LEI: 549300Z86EF5CSQMW346 | Long             | EC               | CORP              | US        |        10 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79784.97     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                          | Crocs, Inc.                                                                    | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1533575.39   | 0.28%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korro Bio, Inc.                                    | Korro Bio, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       191 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto Issuer LLC                                                           | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1530349.88   | 0.28%             | 2039-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Alerus Financial Corp                              | Alerus Financial Corp.                                                         | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        89 | NS      | $1869.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp.                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5781245.60   | 1.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                    | Uniti Group, Inc.                                                              | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      1153 | NS      | $4957.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                        | Centerspace                                                                    | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        83 | NS      | $5291.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                            | Metis Issuer, LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1174986.19   | 0.22%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| CPI CG INC                                         | CPI CG, Inc.                                                                   | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1424250.00   | 0.26%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                   | Precise Midco B.V.                                                             | CUSIP: N/A<br>LEI: 254900JUNTY42P1KL224       | Long             | LON              | CORP              | NL        |   1670000 | PA      | $1894063.71   | 0.35%             | 2030-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions Inc                          | Emergent BioSolutions, Inc.                                                    | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       287 | NS      | $1813.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                        | 3-Month SOFR Futures Contracts                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        29 | NC      | $53355.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laird Superfood Inc                                | Laird Superfood, Inc.                                                          | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $237.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                        | U.S. Treasury Bonds                                                            | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $737922.87    | 0.14%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAEGER PELLET GRILLS LLC                          | TGP Holdings LLC                                                               | CUSIP: N/A<br>LEI: 549300LURVM6CQ1MNO41       | Long             | LON              | CORP              | US        |     26720 | PA      | $23498.62     | 0.00%             | 2028-06-29      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings, Inc.                                          | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470584.21    | 0.09%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Zevia PBC                                          | Zevia PBC                                                                      | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $165.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                | Tronox Holdings plc                                                            | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |      1344 | NS      | $7633.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                              | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $998506.20    | 0.18%             | 2035-04-21      | Floating      | 11.54%                | No            |                  2 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1198583.11   | 0.22%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1414295 | PA      | $-1414295.11  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| GURN_C                                             | Gurnet Point Capital LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       285 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cimpress PLC                                       | Cimpress plc                                                                   | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | US        |       205 | NS      | $9073.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                  | MFA Financial, Inc.                                                            | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       649 | NS      | $6035.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                     | Ziff Davis, Inc.                                                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       508 | NS      | $16479.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                   | RealReal, Inc.                                                                 | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       940 | NS      | $5311.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                  | Boston Omaha Corp.                                                             | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       118 | NS      | $1734.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BREITLING HOLDINGS SARL                            | Breitling Financing SARL                                                       | CUSIP: N/A<br>LEI: 549300TABH53MDTQEP16       | Long             | LON              | CORP              | LU        |   2000000 | PA      | $2127254.14   | 0.39%             | 2028-10-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                               | City Office REIT, Inc.                                                         | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       254 | NS      | $1239.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                          | Claros Mortgage Trust, Inc.                                                    | CUSIP: N/A<br>LEI: 549300Z9LU2CZ3K30C16       | Long             | LON              | CORP              | US        |    338414 | PA      | $326569.77    | 0.06%             | 2026-08-09      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Aspira Women's Health Inc                          | Aspira Women's Health, Inc.                                                    | CUSIP: 04537Y208<br>LEI: 54930045CGQ3XUO9T533 | Long             | EC               | CORP              | US        |        28 | NS      | $2.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                         | Rapid7, Inc.                                                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       659 | NS      | $15124.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POINTCLICKCARE CORP                                | PointClickCare Technologies, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    897750 | PA      | $898872.19    | 0.17%             | 2031-11-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                         | Entain Holdings (Gibraltar) Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GI        |   1000000 | PA      | $1139859.19   | 0.21%             | 2028-06-30      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp.                                                         | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    750000 | NS      | $807962.25    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                | NuStar Logistics, LP                                                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6112799.82   | 1.13%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARDIAN FRANCE SA                                   | Florida Food Products LLC                                                      | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |   2901118 | PA      | $2034409.00   | 0.38%             | 2028-10-18      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Endo Inc                                           | Endo, Inc.                                                                     | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2262 | NS      | $47502.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                       | Topgolf Callaway Brands Corp.                                                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1357 | NS      | $8603.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                              | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    400000 | NS      | $393841.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings Group Inc                       | Hydrofarm Holdings Group, Inc.                                                 | CUSIP: 44888K407<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |        46 | NS      | $169.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS SOLUTIONS INC                              | National Mentor Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |     48427 | PA      | $46896.90     | 0.01%             | 2028-03-02      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | Culligan                                                                       | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |   1243758 | PA      | $1235859.95   | 0.23%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                          | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -8780000 | NC      | $-60782.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Northfield Bancorp Inc                             | Northfield Bancorp, Inc.                                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $3013.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                          | Superior Group of Companies, Inc.                                              | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        69 | NS      | $680.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc.                      | Citigroup Global Markets, Inc.                                                 | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -742440 | PA      | $-742440.22   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Aspen Aerogels Inc                                 | Aspen Aerogels, Inc.                                                           | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $1514.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                    | Hanesbrands, Inc.                                                              | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $581090.95    | 0.11%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                     | Office Properties Income Trust                                                 | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $54.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT CORP                  | Project Ruby Ultimate Parent Corp.                                             | CUSIP: N/A<br>LEI: 549300UGGIEE7YT1C741       | Long             | LON              | CORP              | US        |    794010 | PA      | $794573.75    | 0.15%             | 2028-03-10      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| OCULUS INTERMEDIATE INC                            | 1-800 Contacts                                                                 | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |    420750 | PA      | $420059.97    | 0.08%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                          | CURRENCY CONTRACT - Rec USD / Deliver EUR                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -575000 | NC      | $-6832.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Domo Inc                                           | Domo, Inc.                                                                     | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       330 | NS      | $4191.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                             | Power Integrations, Inc.                                                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       691 | NS      | $34363.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                         | Conn's, Inc.                                                                   | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       106 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 15 Year                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   2926679 | PA      | $2925031.28   | 0.54%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710322.20    | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kestrel Group Ltd                                  | Kestrel Group Ltd.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        20 | NS      | $508.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -632487 | PA      | $-632486.79   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                           | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1088404.57   | 0.20%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acutus Medical Inc                                 | Acutus Medical, Inc.                                                           | CUSIP: 005111109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $1.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications plc                                                 | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4545620.00   | 0.84%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                     | Castlelake Aircraft Securitization Trust                                       | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161346 | PA      | $156843.77    | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coursera Inc                                       | Coursera, Inc.                                                                 | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       851 | NS      | $7531.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                          | GRAIL, Inc.                                                                    | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |       274 | NS      | $10524.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                          | F45 Training Holdings, Inc.                                                    | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       176 | NS      | $12.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co.                                                           | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1350000 | NS      | $1368277.69   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                     | Public Storage                                                                 | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     58000 | NS      | $942500.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Duluth Holdings Inc                                | Duluth Holdings, Inc.                                                          | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        72 | NS      | $133.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospit                     | Pursuit Attractions and Hospitality, Inc.                                      | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       120 | NS      | $3346.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-6615.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                        | Arteris, Inc.                                                                  | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $225.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                  | Upbound Group, Inc.                                                            | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       773 | NS      | $17732.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Obligations C                     | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares       | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |    108053 | NS      | $108052.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Direct Lending CLO LLC                        | Ares Direct Lending CLO 2 LLC                                                  | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1498114.50   | 0.28%             | 2036-10-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc                     | First Financial Bankshares, Inc.                                               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1517 | NS      | $53489.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7684775.37   | 1.42%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Convergint                                         | Convergint                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -85565 | PA      | $-85.57       | -0.00%            | 2028-03-31      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| Ashford Hospitality Trust Inc                      | Ashford Hospitality Trust, Inc.                                                | CUSIP: 044103794<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $56.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2764489 | PA      | $-2764488.76  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| CASPER TOPCO SAS                                   | B&B Hotels                                                                     | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   1300000 | PA      | $1477580.06   | 0.27%             | 2031-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                        | Indicor LLC                                                                    | CUSIP: N/A<br>LEI: 254900RXO1EICEHOLG29       | Long             | LON              | CORP              | US        |   1000000 | PA      | $1129911.42   | 0.21%             | 2029-11-22      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER INC                                   | Merlin Buyer, Inc.                                                             | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |   3201000 | PA      | $3171646.83   | 0.58%             | 2028-12-14      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Cor                     | Entravision Communications Corp.                                               | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       358 | NS      | $741.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust                                                           | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      3282 | NS      | $28159.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                            | 8x8, Inc.                                                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1327 | NS      | $2176.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                     | Portillo's, Inc.                                                               | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $1632.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBE HEALTHCARE EUROPE BIDCO                       | Domidep                                                                        | CUSIP: N/A<br>LEI: 969500AYUH6YXBLGCX31       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1141505.79   | 0.21%             | 2029-10-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Sto                     | Cracker Barrel Old Country Store, Inc.                                         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       278 | NS      | $15968.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                            | Senseonics Holdings, Inc.                                                      | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      5152 | NS      | $2697.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                     | Eaton Vance Limited Duration Income Fund                                       | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    309597 | NS      | $3092874.03   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GC TWO HOLDINGS INC                                | Aretec Group, Inc.                                                             | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |   1385541 | PA      | $1383019.56   | 0.25%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International                     | Compass Minerals International, Inc.                                           | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       200 | NS      | $3842.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                 | Astrana Health, Inc.                                                           | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       442 | NS      | $10957.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                        | Atomera, Inc.                                                                  | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $738.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                       | Inseego Corp.                                                                  | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |        49 | NS      | $366.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC           | Asurion LLC                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    895500 | PA      | $884449.53    | 0.16%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group, Inc.                                                     | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3245329.08   | 0.60%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                        | Standard Motor Products, Inc.                                                  | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       124 | NS      | $3757.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                      | Renasant Corp.                                                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       120 | NS      | $4206.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                        | ARMOUR Residential REIT, Inc.                                                  | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       103 | NS      | $1669.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.    | S&P 500 Index                                                                  | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-21700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                  | Sleep Number Corp.                                                             | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       260 | NS      | $2797.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIFFWATER LLC                                     | Cliffwater LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -130000 | PA      | $0.00         | 0.00%             | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Ikena Oncology Inc                                 | Ikena Oncology, Inc.                                                           | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $191.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryvyl Inc                                          | Ryvyl, Inc.                                                                    | CUSIP: 39366L307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $6.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPHALT BUYER II LLC                               | Asphalt Intermediate Holdco, LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      1071 | NS      | $5781.94      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACCORINVEST GROUP SA                               | AccorInvest Group S.A.                                                         | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    650000 | PA      | $741152.38    | 0.14%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                   | Enstar Group Ltd.                                                              | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $658124.35    | 0.12%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | Carlyle Global Market Strategies                                               | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2249933.40   | 0.41%             | 2035-04-15      | Floating      | 11.61%                | No            |                  2 | On Loan: No      |
| Diamond Hill Investment Group                      | Diamond Hill Investment Group, Inc.                                            | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        17 | NS      | $2401.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBET Inc                                           | EBET, Inc.                                                                     | CUSIP: 278700208<br>LEI: 549300SFUTRB5C1ZRU05 | Long             | EC               | CORP              | US        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                            | European Wax Center, Inc.                                                      | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $763.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3624711.34   | 0.67%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                           | TK Elevator US Newco, Inc.                                                     | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2605099.69   | 0.48%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fisker Inc                                         | Fisker, Inc.                                                                   | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      1915 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BlackLine Inc                                      | BlackLine, Inc.                                                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       633 | NS      | $35403.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                              | MeiraGTx Holdings plc                                                          | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |       177 | NS      | $906.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital plc                                                     | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1072589.88   | 0.20%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    550000 | NS      | $518743.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                               | Douglas Dynamics, Inc.                                                         | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       134 | NS      | $3683.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                      | Citigroup Mortgage Loan Trust, Inc.                                            | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349787 | PA      | $349795.76    | 0.06%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CEL-SCI Corp                                       | CEL-SCI Corp.                                                                  | CUSIP: 150837706<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |         7 | NS      | $14.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                       | Noodles & Co.                                                                  | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       242 | NS      | $188.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                              | PennyMac Financial Services, Inc.                                              | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315984.30    | 0.06%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IP Lending LLC                                     | IP Lending X Ltd.                                                              | CUSIP: 44989MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1000000.00   | 0.18%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| FARMERS INS EXCH                                   | Farmers Insurance Exchange                                                     | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $576640.45    | 0.11%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404000.00    | 0.07%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                              | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1856093.90   | 0.34%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gentherm Inc                                       | Gentherm, Inc.                                                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       390 | NS      | $10672.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVNV FUNDING LLC                                   | LVNV Funding LLC                                                               | CUSIP: N/A<br>LEI: 549300YMNWAZ7DKR6204       | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1221736.74   | 0.23%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Werewolf Therapeutics Inc                          | Werewolf Therapeutics, Inc.                                                    | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $185.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                         | Erasca, Inc.                                                                   | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       335 | NS      | $469.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                        | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1423300.00   | 0.26%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                             | Brundage-Bone Concrete Pumping Holdings, Inc.                                  | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1347638.18   | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TrueBlue Inc                                       | TrueBlue, Inc.                                                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $1230.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                                | Hotwire Funding LLC                                                            | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7457674.07   | 1.37%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                         | Stanley Black & Decker, Inc.                                                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1746 | NS      | $114240.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                        | Invesco Ltd.                                                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |     29197 | NS      | $422188.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch ABS Issuer, LLC                             | Switch ABS Issuer LLC                                                          | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1395907.38   | 0.26%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial Inc                           | Waterstone Financial, Inc.                                                     | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       128 | NS      | $1653.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FCG ACQUISITIONS INC                               | FCG Acquisitions, Inc.                                                         | CUSIP: N/A<br>LEI: 254900BHD5AK9H7EKF91       | Long             | LON              | CORP              | US        |    544344 | PA      | $543936.21    | 0.10%             | 2028-03-31      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International I                     | Sunnova Energy International, Inc.                                             | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      1009 | NS      | $219.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | RBC Capital Markets LLC                                                        | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2111065 | PA      | $-2111064.78  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                           | New Enterprise Stone & Lime Company, Inc.                                      | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441609.71    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rubius Therapeutics Inc                            | Rubius Therapeutics, Inc.                                                      | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |       547 | NS      | $31.18        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COMPASS MINERALS INTERNA                           | Compass Minerals International, Inc.                                           | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1942569.24   | 0.36%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| THEVELIA US LLC                                    | Thevelia US LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    898625 | PA      | $900592.99    | 0.17%             | 2029-06-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $980625.65    | 0.18%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| OmniAb Inc                                         | OmniAb, Inc.                                                                   | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $1101.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL HOLDCO LLC                                 | Central Parent LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1094500 | PA      | $972342.86    | 0.18%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                                | Kodiak Sciences, Inc.                                                          | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       399 | NS      | $1356.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptimmune Therapeutics Plc                       | Adaptimmune Therapeutics plc                                                   | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |       273 | NS      | $79.85        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Silver                                     | Project Silver                                                                 | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1423918 | PA      | $1374136.70   | 0.25%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae                                                                     | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5106208 | PA      | $5331475.72   | 0.98%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -244237 | PA      | $-244236.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LLY_CV                                             | Eli Lilly & Co.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp                            | Zebra Technologies Corp.                                                       | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1317 | NS      | $381627.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                       | Precigen, Inc.                                                                 | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       565 | NS      | $745.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                          | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246489.50    | 0.05%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    338000 | NC      | $187.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q32 Bio Inc                                        | Q32 Bio, Inc.                                                                  | CUSIP: 746964105<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |        13 | NS      | $22.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -201168 | PA      | $-201168.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | Barclays Capital, Inc.                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1370209 | PA      | $-1370209.25  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1141889 | PA      | $-1141889.11  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | Markit iBoxx USD Liquid Leveraged Loans Total Return Index                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  10000000 | NC      | $88943.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings Inc                               | Hilltop Holdings, Inc.                                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       362 | NS      | $10794.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                               | Wabash National Corp.                                                          | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1493449.48   | 0.28%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kronos Bio Inc                                     | Kronos Bio, Inc.                                                               | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $155.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                             | Skyworks Solutions, Inc.                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4710 | NS      | $325131.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup, Inc.                                                                | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4858799.00   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                            | Goldman Sachs & Co. LLC                                                        | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -449631 | PA      | $-449631.16   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLVI, LP                                                 | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009979.80   | 0.19%             | 2036-07-15      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Athira Pharma Inc                                  | Athira Pharma, Inc.                                                            | CUSIP: 04746L104<br>LEI: 529900CSS4S4X8VY5C81 | Long             | EC               | CORP              | US        |       192 | NS      | $60.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSUNI GROUP BV                                   | Nobel Bidco B.V.                                                               | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |    550000 | PA      | $605358.51    | 0.11%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Foreign Exchange USD/JPY                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   1381000 | NC      | $52329.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orchid Island Capital Inc                          | Orchid Island Capital, Inc.                                                    | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |       158 | NS      | $1079.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                         | Inotiv, Inc.                                                                   | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        99 | NS      | $257.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                             | Level 3 Financing, Inc.                                                        | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    380000 | PA      | $381900.00    | 0.07%             | 2032-03-21      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| West BanCorp Inc                                   | West BanCorp, Inc.                                                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        95 | NS      | $1841.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                      | White Cap Supply Holdings LLC                                                  | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |    645000 | PA      | $637795.35    | 0.12%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Sutro Biopharma Inc                                | Sutro Biopharma, Inc.                                                          | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       517 | NS      | $464.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                         | CDX.NA.HY.44.V1                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |   1564203 | OU      | $96508.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 30 Year                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5141453.20   | 0.95%             | 2025-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Outbrain Inc                                       | Outbrain, Inc.                                                                 | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       127 | NS      | $327.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                         | nLight, Inc.                                                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $7701.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Ride Inc                                        | Nu Ride, Inc.                                                                  | CUSIP: 54405Q209<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | EC               | CORP              | US        |        60 | NS      | $81.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                    | OPKO Health, Inc.                                                              | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      2343 | NS      | $3186.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                              | Fate Therapeutics, Inc.                                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       948 | NS      | $1147.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -629321 | PA      | $-1565.30     | -0.00%            | 2028-11-22      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp.                                                          | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1650000 | NS      | $1598006.36   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                           | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $690590.74    | 0.13%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Sorrento Therapeutics Inc                          | Sorrento Therapeutics, Inc.                                                    | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      3481 | NS      | $4.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRETACEOUS MIDCO LTD                               | ContourGlobal Power Holdings S.A.                                              | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $915039.75    | 0.17%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shift Technologies Inc                             | Shift Technologies, Inc.                                                       | CUSIP: 82452T305<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |       102 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275601.96    | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tectonic Therapeutic Inc                           | Tectonic Therapeutic, Inc.                                                     | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $387.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -677345 | PA      | $-677345.26   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group, Inc.                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1658132.33   | 0.31%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                             | Powergrid Services LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    680588 | PA      | $680588.24    | 0.13%             | 2032-03-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                  | Owens & Minor, Inc.                                                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       718 | NS      | $4738.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -8780000 | NC      | $-60782.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc                              | Beam Therapeutics, Inc.                                                        | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $9434.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                         | Finance of America Companies, Inc.                                             | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $219.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                     | JBT Marel Corp.                                                                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       366 | NS      | $42020.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM VCM INC                                    | Franchise Group, Inc.                                                          | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    787598 | PA      | $315432.83    | 0.06%             | 2026-03-10      | Variable      | 9.27%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                         | Macy's, Inc.                                                                   | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3538 | NS      | $42066.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED     | Applegreen Limited                                                             | CUSIP: N/A<br>LEI: 635400WZG99GZGAOAM29       | Long             | LON              | CORP              | IE        |   1400000 | PA      | $1601748.81   | 0.30%             | 2032-01-23      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Cardlytics Inc                                     | Cardlytics, Inc.                                                               | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       382 | NS      | $691.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytoSorbents Corp                                  | CytoSorbents Corp.                                                             | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |       245 | NS      | $205.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                                    | Citizens, Inc.                                                                 | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |       297 | NS      | $1092.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quince Therapeutics Inc                            | Quince Therapeutics, Inc.                                                      | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $122.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis SA                                         | Natixis SA                                                                     | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -4503419 | PA      | $-4503419.29  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| AquaBounty Technologies Inc                        | AquaBounty Technologies, Inc.                                                  | CUSIP: 03842K309<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |        17 | NS      | $13.94        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, N.A.                              | Foreign Exchange EUR/USD                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   5872000 | NC      | $3170.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taysha Gene Therapies Inc                          | Taysha Gene Therapies, Inc.                                                    | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $360.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                            | InfuSystem Holdings, Inc.                                                      | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       108 | NS      | $624.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                               | Cassava Sciences, Inc.                                                         | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       448 | NS      | $900.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                           | Par Petroleum LLC                                                              | CUSIP: N/A<br>LEI: 984500CCF05C2FB39F45       | Long             | LON              | CORP              | US        |    577265 | PA      | $560068.06    | 0.10%             | 2030-02-28      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                       | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -444340 | PA      | $-737.68      | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Signet Jewelers Ltd                                | Signet Jewelers Ltd.                                                           | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |       620 | NS      | $41273.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                       | Denny's Corp.                                                                  | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       362 | NS      | $1382.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 30 Year                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   4690000 | PA      | $3817758.49   | 0.70%             | 2025-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cue Health Inc                                     | Cue Health, Inc.                                                               | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                  | Revolve Group, Inc.                                                            | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $8652.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1194648.34   | 0.22%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                      | B&G Foods, Inc.                                                                | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       375 | NS      | $1578.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                     | Metropolitan Bank Holding Corp.                                                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $3686.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                        | Redfin Corp.                                                                   | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      1216 | NS      | $12147.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                           | Anywhere Real Estate, Inc.                                                     | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       675 | NS      | $2355.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor                     | Franklin Street Properties Corp.                                               | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       595 | NS      | $1082.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                         | Inovio Pharmaceuticals, Inc.                                                   | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       205 | NS      | $410.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                | Repay Holdings Corp.                                                           | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |       507 | NS      | $2438.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                         | Ouster, Inc.                                                                   | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $1369.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                           | RenaissanceRe Holdings Ltd.                                                    | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     38000 | NS      | $583300.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| iBio Inc                                           | iBio, Inc.                                                                     | CUSIP: 451033708<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |         2 | NS      | $1.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                      | U.S. Treasury Bills                                                            | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1199574.90   | 0.22%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                        | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1358825 | PA      | $-1358824.56  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BigCommerce Holdings Inc                           | BigCommerce Holdings, Inc.                                                     | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       567 | NS      | $2857.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co.                                                              | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    139386 | NS      | $2368168.14   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                                  | Pregis TopCo Corp.                                                             | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |   1184375 | PA      | $1184742.16   | 0.22%             | 2026-07-31      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                       | Plymouth Industrial REIT, Inc.                                                 | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $2948.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                          | 9-Month/5-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |   8780000 | NC      | $132430.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exagen Inc                                         | Exagen, Inc.                                                                   | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        61 | NS      | $423.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Ca                     | Dreyfus Treasury Securities Cash Management Fund - Institutional Shares        | CUSIP: N/A<br>LEI: 549300U78VESCW509025       | Long             | STIV             | RF                | US        |   7598019 | NS      | $7598018.81   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                           | Wolverine World Wide, Inc.                                                     | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       954 | NS      | $16275.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                    | Solo Brands, Inc.                                                              | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $5.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Private Credit CLO                             | HPS Private Credit CLO 2025-3 LLC                                              | CUSIP: 40445YAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.18%             | 2037-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arcus Biosciences Inc                              | Arcus Biosciences, Inc.                                                        | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $4697.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners Limited Partnership / GLP Finance Corp.                        | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $677789.78    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners Limited Partnership / GLP Finance Corp.                        | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2405844.00   | 0.44%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start Ltd.                                                                     | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    975493 | PA      | $962352.86    | 0.18%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corp                                 | Varex Imaging Corp.                                                            | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       224 | NS      | $1718.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                        | S&P 500 Index Mini Futures Contracts                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       201 | NC      | $3968999.06   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Guggenheim Active Allocation Fund

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO