# EDGAR Filing Document

**Accession Number:** 0001495825
**File Stem:** 0001752724-23-017964
**Filing Date:** 2023-1
**Character Count:** 181313
**Document Hash:** 415d5e7bba4dcb9201168e8342720719
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017964.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017964

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
- **CENTRAL INDEX KEY:** 0001495825
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22437
- **FILM NUMBER:** 23567039

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $504781209.00

**Total Liabilities:** $140274560.01

**Net Assets:** $364506648.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21.03845229 | **1-Year:** 3259.11386853 | **5-Year:** 38029.12696864 | **10-Year:** 161833.16799292 | **30-Year:** 138228.71957765

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

- **3-Month:** 2.45056866 | **1-Year:** 2501.74083310 | **5-Year:** 23549.80230906 | **10-Year:** 7116.71713599 | **30-Year:** 5568.70744710

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -7.35%               | -2.70%               | 5.91%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $621187.90               | $-31693300.20                              |
| Month 2  | $-2529551.74             | $-8457142.87                               |
| Month 3  | $-1686770.58             | $20663035.15                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HIGHTOWER HOLDING LLC                        | HighTower Holding LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    934485 | PA      | $871407.62    | 0.24%             | 2028-04-21      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -845239 | PA      | $-845239.41   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV                           | Washington State University, Housing and Dining System Revenue Bonds, Taxable Build America Bonds    | CUSIP: 9400932M8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3325000 | PA      | $3643359.44   | 1.00%             | 2032-04-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Waverley Capital Acquisition Corp.           | Waverley Capital Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17000 | NS      | $1190.00      | 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        |   -789809 | PA      | $-789808.54   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                      | HCA, Inc.                                                                                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $967543.00    | 0.27%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -3248228 | PA      | $-3248227.81  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD   | Pershing Square Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   2100000 | PA      | $1572963.00   | 0.43%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA ARPT REVENUE                     | Norman Y Mineta San Jose International Airport SJC Revenue Bonds                                     | CUSIP: 798136YN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $183111.45    | 0.05%             | 2040-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX RENTAL CAR SPL FAC R               | City of Austin Texas Rental Car Special Facility Revenue Revenue Bonds                               | CUSIP: 052451BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1453700.60   | 0.40%             | 2042-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        | -14387485 | PA      | $-14387485.41 | -3.95%            |  |  |  | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                        | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    650000 | PA      | $611000.00    | 0.17%             | 2028-07-28      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC   | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   1629330 | PA      | $1123771.68   | 0.31%             | 2028-03-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST                     | Detroit City School District General Obligation Unlimited                                            | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2540000 | PA      | $2989589.91   | 0.82%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp.                                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $804947.57    | 0.22%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                               | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112455.00    | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAINT PAUL MN SALES TAX REVENU               | City of State Paul Minnesota Sales & Use Tax Revenue Tax Allocation                                  | CUSIP: 79307TDB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $218083.33    | 0.06%             | 2035-11-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                  | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -7197536 | PA      | $-7197535.68  | -1.97%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTA ANA CA UNIF SCH DIST                   | Santa Ana Unified School District, California, General Obligation Bonds, Federal Taxable Build Ameri | CUSIP: 801155VM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7785000 | PA      | $9159473.67   | 2.51%             | 2040-08-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                  | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -3590848 | PA      | $-3590848.41  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                | FR Refuel LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1439548 | PA      | $1374768.26   | 0.38%             | 2028-11-08      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| FIRST REPUBLIC BANK                          | First Republic Bank                                                                                  | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     45675 | NS      | $816212.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                     | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    763049 | PA      | $725849.93    | 0.20%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1373751 | PA      | $-1373751.04  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRL WA UNIV SYS REVENUE                   | Central Washington University Revenue Bonds                                                          | CUSIP: 155839DL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5655915.50   | 1.55%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETIQ INC                                    | PetIQ LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1086250 | PA      | $988487.50    | 0.27%             | 2028-04-13      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE               | Port Authority of New York & New Jersey Revenue Bonds                                                | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3648221.00   | 1.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                     | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96552 | PA      | $91844.64     | 0.03%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                          | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167678.00    | 0.05%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST GAS & FUELS TAX R               | State of Louisiana Gasoline & Fuels Tax Revenue Revenue Bonds                                        | CUSIP: 546475VS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1963170.00   | 0.54%             | 2038-05-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NM Z PARENT INC                              | Zep, Inc.                                                                                            | CUSIP: N/A<br>LEI: NU75S1Y8UH3706J5CS61       | Long             | LON              | CORP              | US        |    395161 | PA      | $342308.29    | 0.09%             | 2024-08-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                      | Superior Plus Limited Partnership / Superior General Partner, Inc.                                   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $213487.67    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                          | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    300000 | PA      | $354270.90    | 0.10%             | 2026-04-27      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| PARTNERRE LTD                                | PartnerRe Ltd.                                                                                       | CUSIP: EP0597732<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |     46000 | NS      | $924140.00    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I                     | Maple Grove Funding Trust I                                                                          | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1733315.75   | 0.48%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY COMPANY LLC              | Southern Veterinary Partners LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    592462 | PA      | $568514.98    | 0.16%             | 2027-10-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                     | Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.                | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910820.00    | 0.25%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                  | Corning, Inc.                                                                                        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $946473.97    | 0.26%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WSTWTR TRANSMISSION               | Chicago, Illinois, Second Lien Wastewater Transmission Revenue Project Bonds, Taxable Build America  | CUSIP: 167727SW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5100000 | PA      | $5628166.71   | 1.54%             | 2040-01-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT               | California Statewide Communities Development Authority Revenue Bonds                                 | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |   3450000 | PA      | $3627557.36   | 1.00%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | Figs, Inc.                                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |        -3 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OREGON CLEAN ENERGY LLC                      | Oregon Clean Energy LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    199128 | PA      | $194149.34    | 0.05%             | 2026-03-01      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| TORONTO OH CITY SCH DIST                     | Toronto City School District, Ohio, Qualified School Construction Bonds General Obligation Bonds     | CUSIP: 891279BF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $891307.14    | 0.24%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                | ABPCI Direct Lending Fund CLO II LLC                                                                 | CUSIP: 000823AQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $926197.00    | 0.25%             | 2032-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                    | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973995.00    | 0.27%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ILPEA PARENT INC                             | ILPEA Parent, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    146596 | PA      | $136334.28    | 0.04%             | 2028-06-22      | Variable      | 8.58%                 | No            |                  3 | On Loan: No      |
| SP PF PARENT CORP                            | SP PF Buyer LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1178626 | PA      | $800628.82    | 0.22%             | 2025-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| FT 1 INC                                     | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $526.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -142453 | PA      | $-142453.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                      | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    593999 | PA      | $551926.49    | 0.15%             | 2028-05-17      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                             | Altice France S.A.                                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $721746.00    | 0.20%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -7918532 | PA      | $-7918531.71  | -2.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNPP IP CLO LTD                              | BNPP IP CLO Ltd.                                                                                     | CUSIP: 05580HAE9<br>LEI: 54930038CI4SMKCMEM78 | Long             | ABS-O            | CORP              | KY        |    270243 | PA      | $137823.92    | 0.04%             | 2025-10-30      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| GCAT                                         | GCAT 2022-NQM5 Trust                                                                                 | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597875 | PA      | $570006.58    | 0.16%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                     | Fortune Brands Home & Security, Inc.                                                                 | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $963327.63    | 0.26%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                          | CDW LLC / CDW Finance Corp.                                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $660056.00    | 0.18%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PLACENTIA-YORBA LINDA CA UNIF                | Placentia-Yorba Linda Unified School District (Orange County, California), General Obligation Bonds, | CUSIP: 725894KL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022936.20   | 0.28%             | 2026-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1429076 | PA      | $-1429075.89  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                        | Reynolds American, Inc.                                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $969345.37    | 0.27%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MSD ACQUISITION CORP-A                       | MSD Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2723 | NS      | $163.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALHAMBRA CA UNIF SCH DIST ELEM               | Alhambra Unified School District General Obligation Unlimited                                        | CUSIP: 016066BK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $522331.20    | 0.14%             | 2026-02-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                | Parkland Corp.                                                                                       | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $251550.00    | 0.07%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA ARPT REVENUE                     | Norman Y Mineta San Jose International Airport SJC Revenue Bonds                                     | CUSIP: 798136YE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $384995.90    | 0.11%             | 2035-03-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1136273 | PA      | $-1136273.22  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC              | Kronos Acquisition Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    511236 | PA      | $484344.99    | 0.13%             | 2026-12-22      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2618824 | PA      | $-2618824.33  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.       | Pershing Square Tontine Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | N/A              | DE               |  | US        |     23730 | NS      | $2.37         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2615513 | PA      | $-2615513.40  | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R               | Central Texas Regional Mobility Authority Revenue Bonds                                              | CUSIP: 155498MR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1150000 | PA      | $815286.52    | 0.22%             | 2045-01-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                    | Atlas CC Acquisition Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32685 | PA      | $28082.31     | 0.01%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $642499.92    | 0.18%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                  | State of Illinois General Obligation Unlimited                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    930000 | PA      | $949826.58    | 0.26%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1903788 | PA      | $-1903787.74  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HGR EDU POLIC               | State of West Virginia, Higher Education Policy Commission, Revenue Bonds, Federally Taxable Build A | CUSIP: 95639RDX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $11924597.00  | 3.27%             | 2040-04-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AFTERNEXT HEALTHTECH ACQUI-A                 | AfterNext HealthTech Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     19233 | NS      | $2307.96      | 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        |    489431 | NS      | $489431.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                           | Telenet Finance Luxembourg Notes SARL                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179100.00    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMONT CA UNIF SCH DIST ALAME               | Fremont Unified School District/Alameda County California General Obligation Unlimited               | CUSIP: 357155CA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $276133.56    | 0.08%             | 2041-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARIN CA CMNTY CLG DIST                      | Marin Community College District General Obligation Unlimited                                        | CUSIP: 56781RJX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1782298.60   | 0.49%             | 2038-08-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -854714 | PA      | $-854713.91   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Municipal Trust                      | Invesco Municipal Trust                                                                              | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |    309052 | NS      | $3062705.32   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1909143 | PA      | $-1909142.93  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC            | CapStone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1832952 | PA      | $1755051.54   | 0.48%             | 2027-11-12      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2280569 | PA      | $-2280568.93  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| AUBURN UNIV AL GEN FEE REVENUE               | Auburn University Revenue Bonds                                                                      | CUSIP: 050589RK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $4208505.60   | 1.15%             | 2050-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                  | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    -52000 | NC      | $-443.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co.                                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939801.45    | 0.26%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                          | Buckeye Partners, LP                                                                                 | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241250.00    | 0.07%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                                                     | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96333.50     | 0.03%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KNOX CNTY IN ECON DEV REVENUE                | County of Knox Indiana Revenue Bonds                                                                 | CUSIP: 499396AV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2920000 | PA      | $2791266.54   | 0.77%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST                        | Central Storage Safety Project Trust                                                                 | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7444768 | PA      | $6793337.62   | 1.86%             | 2038-02-01      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE                              | Cellnex Finance Company S.A.                                                                         | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   1250000 | PA      | $845410.58    | 0.23%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                   | SERVPRO Master Issuer LLC                                                                            | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $857580.88    | 0.24%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia                                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $565739.63    | 0.16%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1436494 | PA      | $-1436494.39  | -0.39%            |  |  |  | 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        |   2650000 | PA      | $1641362.04   | 0.45%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                     | NFP Corp.                                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $930413.00    | 0.26%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                     | Prudential Financial, Inc.                                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1025886.60   | 0.28%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD OF EDU                        | Chicago Board of Education General Obligation Unlimited                                              | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    195000 | PA      | $168985.05    | 0.05%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                     | OBX Trust                                                                                            | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490816 | PA      | $473045.25    | 0.13%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY                | New York City Industrial Development Agency Revenue Bonds                                            | CUSIP: 64971PKP9<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1772302.50   | 0.49%             | 2034-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group plc                                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $885703.20    | 0.24%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| BlackRock MuniVest Fund Inc                  | BlackRock MuniVest Fund, Inc.                                                                        | CUSIP: 09253R105<br>LEI: 68LQJ5NLUNQI2T9OLL41 | Long             | EC               | RF                | US        |    394750 | NS      | $2771145.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FINASTRA GROUP HOLDINGS LTD                  | Misys Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    411371 | PA      | $371356.66    | 0.10%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2401086 | PA      | $-2401086.45  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| FT 1 INC                                     | TargusInc                                                                                            | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $1.78         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FT 1 INC                                     | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $6771.84      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INTACT FINANCIAL CORP                        | Intact Financial Corp.                                                                               | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1894981.68   | 0.52%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                             | Altria Group, Inc.                                                                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $971231.54    | 0.27%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                            | Post Holdings, Inc.                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1107886.00   | 0.30%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON DC CONVENTION & SPO               | Washington Convention & Sports Authority Revenue Bonds                                               | CUSIP: 93878LBJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $86429.70     | 0.02%             | 2040-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                        | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $266625.00    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONYERS PARK III ACQUISITI-A                 | Conyers Park III Acquisition Corp.                                                                   | CUSIP: 21289P110<br>LEI: N/A                  | N/A              | DE               |  | US        |     17900 | NS      | $4526.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                     | Figs, Inc.                                                                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $29393.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKLAND CA UNIF SCH DIST ALAME               | Oakland Unified School District/Alameda County General Obligation Unlimited                          | CUSIP: 672325P50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2450000 | PA      | $1861016.33   | 0.51%             | 2040-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -53000 | NC      | $-932.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -828000 | NC      | $-33987.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza               | Castlelake Aircraft Structured Trust                                                                 | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725290 | PA      | $560330.27    | 0.15%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $768750.00    | 0.21%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                              | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1071497.28   | 0.29%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                            | Gibson Brands, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |    496250 | PA      | $382112.50    | 0.10%             | 2028-08-11      | Variable      | 9.13%                 | No            |                  3 | 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        |    300000 | PA      | $256543.25    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING II CORPORATION | PECF USS Intermediate Holding III Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    496250 | PA      | $400309.99    | 0.11%             | 2028-12-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| 24-7 INTOUCH INC                             | 24-7 Intouch, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    386969 | PA      | $364718.35    | 0.10%             | 2025-08-25      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| KKR ACQUISITION HOLDINGS I-A                 | KKR Acquisition Holdings I Corp.                                                                     | CUSIP: 48253T117<br>LEI: N/A                  | N/A              | DE               |  | US        |     22975 | NS      | $1516.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered plc                                                                               | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $773607.23    | 0.21%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS               | Oklahoma Development Finance Authority Revenue Bonds                                                 | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10950000 | PA      | $9615697.61   | 2.64%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                          | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930000.00    | 0.26%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines, Inc.                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1958477.49   | 0.54%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMSTOCK PARK MI PUBLIC SCHS                 | Comstock Park Public Schools General Obligation Unlimited                                            | CUSIP: 205759GX5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $415472.98    | 0.11%             | 2026-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                            | Pacific Bells LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1240722 | PA      | $1165248.55   | 0.32%             | 2028-11-10      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC               | Dispatch Terra Acquisition LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1135625 | PA      | $939729.69    | 0.26%             | 2028-03-27      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -802408 | PA      | $-802408.27   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MONROVIA CA UNIF SCH DIST                    | Monrovia Unified School District, Los Angeles County, California, Election of 2006 General Obligatio | CUSIP: 611594KH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $1007519.69   | 0.28%             | 2028-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                         | FirstKey Homes 2022-SFR3 Trust                                                                       | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $928289.00    | 0.25%             | 2026-07-17      | Fixed         | 4.50%                 | 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        |    300000 | PA      | $253497.00    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                   | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $671011.18    | 0.18%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -3036429 | PA      | $-3036428.58  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                  | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -2127487 | PA      | $-2127486.85  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                     | Summit Materials LLC / Summit Materials Finance Corp.                                                | CUSIP: 86614RAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $585058.12    | 0.16%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                   | CPI CG, Inc.                                                                                         | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $899828.27    | 0.25%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                       | Five Guys Funding LLC                                                                                | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   1234375 | PA      | $1161008.69   | 0.32%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC            | CapStone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126847 | PA      | $121455.73    | 0.03%             | 2027-11-12      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                  | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    401812 | PA      | $392385.93    | 0.11%             | 2027-11-30      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| FT 1 INC                                     | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $1.78         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE RIBBON LLC (USA)                        | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1092500 | PA      | $863075.00    | 0.24%             | 2028-05-08      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC              | FirstDigital Communications LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1250000 | PA      | $1220360.50   | 0.33%             | 2026-12-17      | Variable      | 8.31%                 | No            |                  3 | On Loan: No      |
| REINSURANCE GRP OF AMER                      | Reinsurance Group of America, Inc.                                                                   | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     76000 | NS      | $1992720.00   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -3544000 | NC      | $-17379.75    | -0.00%            |  |  |  | No            |                  2 | 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        |    841561 | NS      | $841561.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC                          | DXP Enterprises, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    971445 | PA      | $920852.39    | 0.25%             | 2027-12-23      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| HORRY CNTY SC ARPT REVENUE                   | County of Horry South Carolina Airport Revenue Revenue Bonds                                         | CUSIP: 44066MEB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5761448.50   | 1.58%             | 2040-07-01      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                | American Municipal Power, Inc., Combined Hydroelectric Projects Revenue Bonds, New Clean Renewable E | CUSIP: 02765UEP5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5368065.00   | 1.47%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                         | Blue Owl Finance LLC                                                                                 | CUSIP: 09581JAG1<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1714582.80   | 0.47%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAMIN CARGO CONTROL INC                      | Camin Cargo Control, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    476801 | PA      | $465812.78    | 0.13%             | 2026-06-04      | Variable      | 10.57%                | No            |                  3 | On Loan: No      |
| TULSA OK ARPTS IMPT TRUST                    | Tulsa Airports Improvement Trust Revenue Bonds                                                       | CUSIP: 899647TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3700000 | PA      | $2575882.28   | 0.71%             | 2045-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                        | B Riley Financial, Inc.                                                                              | CUSIP: 05580M702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       560 | NS      | $13932.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                           | Thunderbird A Unfunded                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   4373399 | PA      | $0.04         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| COAST CA CMNTY CLG DIST                      | Coast Community College District General Obligation Unlimited                                        | CUSIP: 190335MB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $185238.53    | 0.05%             | 2039-08-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                            | Sonic Capital LLC                                                                                    | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1186000 | PA      | $859024.54    | 0.24%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                           | Valero Energy Corp.                                                                                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1904723.00   | 0.52%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTA ANA CA UNIF SCH DIST                   | Santa Ana Unified School District, California, General Obligation Bonds, Federal Taxable Build Ameri | CUSIP: 801155VL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2245000 | PA      | $2523586.54   | 0.69%             | 2030-08-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                | ABPCI Direct Lending Fund IX LLC                                                                     | CUSIP: 000806AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2304125.00   | 0.63%             | 2031-11-18      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST                     | Detroit, Michigan, School District, School Building and Site Bonds, Unlimited Tax General Obligation | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2640000 | PA      | $2852171.78   | 0.78%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust               | CFMT LLC                                                                                             | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $421982.75    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                     | Selective Insurance Group, Inc.                                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     20000 | NS      | $344200.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC       | LaserAway Intermediate Holdings II LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    843625 | PA      | $824643.44    | 0.23%             | 2027-10-14      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                         | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $216694.78    | 0.06%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                              | OhioHealth Corp.                                                                                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218366.74    | 0.06%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                     | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    871880 | PA      | $855924.50    | 0.23%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1043446 | PA      | $-1043446.25  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INTERNATIONAL PLC                       | Endo Luxembourg Finance Company I SARL                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    592500 | PA      | $469556.25    | 0.13%             | 2028-03-27      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1107407 | PA      | $-1107407.49  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                       | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586586.74    | 0.16%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                   | California State University Revenue Bonds                                                            | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $426469.20    | 0.12%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                       | Home Point Capital, Inc.                                                                             | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $800895.23    | 0.22%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                 | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1572216 | PA      | $1361963.87   | 0.37%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1106153 | PA      | $-1106153.35  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                     | W R Berkley Corp.                                                                                    | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     96000 | NS      | $1857600.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIV OF ARKANSAS AR UNIV REVEN               | University of Arkansas Revenue Bonds                                                                 | CUSIP: 914073BD2<br>LEI: 549300FFADBQ3NEI2D96 | Long             | DBT              | MUN               | US        |    250000 | PA      | $186035.35    | 0.05%             | 2041-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom, Inc.                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $946804.96    | 0.26%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                            | Rent-A-Center, Inc.                                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205625.00    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WTR REVENUE                       | Chicago, Illinois, Second Lien Water Revenue Bonds, Taxable Build America Bonds                      | CUSIP: 167736YU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2990000 | PA      | $3315352.37   | 0.91%             | 2040-11-01      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| VERTICAL TOPCO SARL                          | Vertical (TK Elevator)                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | DE        |    -80785 | PA      | $-5977.95     | -0.00%            | 2027-01-29      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| UNIV OF COLORADO CO ENTERPRISE               | University of Colorado Revenue Bonds                                                                 | CUSIP: 91417K5T4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4250000 | PA      | $2764809.88   | 0.76%             | 2048-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -231442 | PA      | $-231442.28   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                     | British Telecommunications plc                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1372218.75   | 0.38%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FT 1 INC                                     | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $172.67       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LINCOLN NATIONAL CORP                        | Lincoln National Corp.                                                                               | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |       400 | NS      | $10588.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                        | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1745291 | PA      | $-1745290.76  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S                     | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    370300 | PA      | $382100.21    | 0.10%             | 2026-03-12      | Variable      | 7.99%                 | No            |                  3 | On Loan: No      |
| Nuveen Taxable Municipal Incom               | Nuveen Taxable Municipal Income Fund                                                                 | CUSIP: 67074C103<br>LEI: CGX4I2YMRMYU5022FW76 | Long             | EC               | RF                | US        |    471344 | NS      | $7635772.80   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST                | King County Public Hospital District No. 2 General Obligation Limited                                | CUSIP: 494791TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $803719.40    | 0.22%             | 2044-12-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FRANKLIN CNTY OH HOSP FACS REV               | County of Franklin Ohio Revenue Bonds                                                                | CUSIP: 353187EV5<br>LEI: 549300VCBUC1RZE7KL42 | Long             | DBT              | MUN               | US        |   8900000 | PA      | $5528151.34   | 1.52%             | 2050-11-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                     | PetSmart, Inc. / PetSmart Finance Corp.                                                              | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $548178.00    | 0.15%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1952777 | PA      | $-1952776.60  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT VII NO1 LP                               | Sitecore USA, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    265779 | PA      | $263169.07    | 0.07%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| CENTRL WA UNIV SYS REVENUE                   | Central Washington University, System Revenue Bonds, 2010, Taxable Build America Bonds               | CUSIP: 155839DK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5356405.50   | 1.47%             | 2030-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                      | Arcline FM Holdings LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1188000 | PA      | $1143450.00   | 0.31%             | 2028-06-23      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| MANTECA CA REDEV AGY SUCCESSOR               | Manteca Redevelopment Agency Successor Agency Tax Allocation                                         | CUSIP: 56453RBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1054128.46   | 0.29%             | 2042-10-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                              | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    500000 | PA      | $479787.81    | 0.13%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                       | Kuvare US Holdings, Inc.                                                                             | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |   1500000 | NS      | $1507500.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| RXR Acquisition Corp                         | RXR Acquisition Corp.                                                                                | CUSIP: 74981W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $0.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                     | Beth Israel Lahey Health, Inc.                                                                       | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1598817.30   | 0.44%             | 2051-07-01      | Fixed         | 3.08%                 | 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        |   1086250 | PA      | $1016328.09   | 0.28%             | 2028-01-17      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BLDG EXCELLENT SCH               | Colorado, Building Excellent Schools Today, Certificates of Participation, Taxable Qualified School  | CUSIP: 19668QDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2709035.50   | 0.74%             | 2028-03-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                               | Sprite Ltd.                                                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1136362 | PA      | $974587.66    | 0.27%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                 | JELD-WEN, Inc.                                                                                       | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    850000 | PA      | $799000.00    | 0.22%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R               | Central Texas Regional Mobility Authority Revenue Bonds                                              | CUSIP: 155498JN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5250000 | PA      | $3989890.28   | 1.09%             | 2042-01-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FRASER MI PUBLIC SCHS DIST                   | Fraser Public School District, Macomb County, Michigan, General Obligation Federally Taxable School  | CUSIP: 355514MD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2010000 | PA      | $2011895.63   | 0.55%             | 2026-05-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC   | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     75000 | PA      | $50473.69     | 0.01%             | 2029-03-26      | Variable      | 12.06%                | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                          | RLDatix                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    700000 | PA      | $685650.00    | 0.19%             | 2026-04-27      | Variable      | 12.20%                | No            |                  3 | On Loan: No      |
| WESTCHESTER CNTY NY LOCAL DEV                | Westchester County Local Development Corp. Revenue Bonds                                             | CUSIP: 95737TEK8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |   4550000 | PA      | $3179030.40   | 0.87%             | 2050-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS (CAYMAN) LP          | Vector Phoenix Holdings, LP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15619 | NS      | $3732.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                  | Dyal Capital Partners IV                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    350000 | PA      | $264446.00    | 0.07%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                          | Medline Borrower, LP                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $366750.00    | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp.                 | Blue Whale Acquisition Corp.                                                                         | CUSIP: SBP818Y98<br>LEI: N/A                  | N/A              | DE               |  | US        |      7800 | NS      | $1326.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVERSIDE CNTY CA REDEV SUCCES               | Riverside County Redevelopment Successor Agency Tax Allocation                                       | CUSIP: 76913ALL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $216266.98    | 0.06%             | 2037-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                         | JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.                                      | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $872352.00    | 0.24%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -3428967 | PA      | $-3428966.96  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                             | VB-S1 Issuer LLC - VBTEL                                                                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4213110.50   | 1.16%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                      | QBE Insurance Group Ltd.                                                                             | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $596336.60    | 0.16%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                       | Endo Luxembourg Finance Company I SARL / Endo US, Inc.                                               | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    350000 | PA      | $262090.50    | 0.07%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                      | ImageFIRST Holdings LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    592833 | PA      | $556522.30    | 0.15%             | 2028-04-27      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                     | Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.                                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $215800.00    | 0.06%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1503908 | PA      | $-1503907.95  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen California Quality Muni               | Nuveen California Quality Municipal Income Fund                                                      | CUSIP: 67066Y105<br>LEI: 549300ZT6V9X5U9BHR46 | Long             | EC               | RF                | US        |    482736 | NS      | $5440434.72   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN ST                                 | State of Wisconsin General Obligation Unlimited                                                      | CUSIP: 97705MSH9<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1092615.15   | 0.30%             | 2042-05-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                      | Alcoa Nederland Holding BV                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $963941.00    | 0.26%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                     | Cheniere Corpus Christi Holdings LLC                                                                 | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101390.00    | 0.03%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA ARPT REVENUE                     | Norman Y Mineta San Jose International Airport SJC Revenue Bonds                                     | CUSIP: 798136YP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $50648.19     | 0.01%             | 2041-03-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                 | Arconic Corp.                                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159558.73    | 0.04%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                  | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -98851 | PA      | $-2319.04     | -0.00%            | 2027-11-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| HILLSBOROUGH CA SCH DIST                     | Hillsborough City School District General Obligation Unlimited                                       | CUSIP: 432272GE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $700936.32    | 0.19%             | 2038-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                             | Altice France S.A.                                                                                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $275838.50    | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2550304 | PA      | $-2550303.90  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIRCH FOODS HOLDINGS LLC                    | Quirch Foods Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1229239 | PA      | $1140118.87   | 0.31%             | 2027-10-27      | Variable      | 8.74%                 | No            |                  3 | On Loan: No      |
| WASHINGTON ST CONVENTION CENTE               | Washington State Convention Center Public Facilities District, Lodging Tax Bonds, Taxable Build Amer | CUSIP: 93976AAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4780000 | PA      | $5062139.02   | 1.39%             | 2040-07-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                | Wilton RE Ltd.                                                                                       | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3268114.00   | 0.90%             | N/A             | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| ARTERA SERVICES LLC                          | Artera Services LLC                                                                                  | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $873537.00    | 0.24%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                         | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357547.05    | 0.10%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                 | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2648344 | PA      | $2186326.82   | 0.60%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -1325749 | PA      | $-1325749.38  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| TARRANT CNTY TX CULTURAL EDU F               | Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds                             | CUSIP: 87638QRJ0<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $5467249.60   | 1.50%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH                   | Massachusetts Port Authority Revenue Bonds                                                           | CUSIP: 575896WR2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   3400000 | PA      | $2448214.20   | 0.67%             | 2042-07-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S                     | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    302130 | PA      | $299163.38    | 0.08%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| FIRST REPUBLIC BANK                          | First Republic Bank                                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     53250 | NS      | $990450.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1630363 | PA      | $-1630362.99  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                           | Panama Government International Bond                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $908460.50    | 0.25%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNDIGO LLC                                  | Syndigo LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1061792 | PA      | $955612.80    | 0.26%             | 2027-12-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                            | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -45000 | NC      | $-397.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYPRESS CA ELEM SCH DIST                     | Cypress School District General Obligation Unlimited                                                 | CUSIP: 232723HV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $527643.40    | 0.14%             | 2025-08-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -293252 | PA      | $-293251.96   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -1001565 | PA      | $-1001565.21  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CA SCH DIST                     | Hillsborough City School District General Obligation Unlimited                                       | CUSIP: 432272GG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $192361.95    | 0.05%             | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCHISE GROUP INC                          | Franchise Group, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56644 | PA      | $54448.89     | 0.01%             | 2026-03-10      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| COLICITY INC-A                               | Colicity, Inc.                                                                                       | CUSIP: 194170114<br>LEI: N/A                  | N/A              | DE               |  | US        |      4004 | NS      | $4.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B               | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAY4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |     86937 | PA      | $73717.30     | 0.02%             | 2052-11-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Taxable Municipal Bo               | BlackRock Taxable Municipal Bond Trust                                                               | CUSIP: 09248X100<br>LEI: SNYX4R2CEK5Q5D25DZ39 | Long             | EC               | RF                | US        |    738712 | NS      | $13858237.12  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY ST EDUCTNL FACS AUT               | New Jersey Educational Facilities Authority Revenue Bonds                                            | CUSIP: 6460667K0<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $2725340.10   | 0.75%             | 2042-07-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S                     | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    240706 | PA      | $238342.74    | 0.07%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                     | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    310966 | PA      | $305275.34    | 0.08%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| OAKRIDGE MI PUBLIC SCHS                      | Oakridge, Michigan, Public Schools, Unlimited Tax General Obligation Bonds                           | CUSIP: 673853GP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001486.10   | 0.27%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                               | WhiteHorse X Ltd.                                                                                    | CUSIP: 96525XAA9<br>LEI: 549300UT33WDDDZEYN84 | Long             | ABS-O            | CORP              | KY        |    502005 | PA      | $468457.50    | 0.13%             | 2027-04-17      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST UNIV AGRIC & MECH                | Oklahoma State University Revenue Bonds                                                              | CUSIP: 679191GZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $119840.60    | 0.03%             | 2048-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                          | Planview Parent, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1129875 | PA      | $1052478.55   | 0.29%             | 2027-12-17      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                     | National Life Insurance Co.                                                                          | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1197940.04   | 0.33%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI               | Dallas/Fort Worth International Airport Revenue Bonds                                                | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $4540711.50   | 1.25%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                  | State of Illinois General Obligation Unlimited                                                       | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205307.18    | 0.06%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH                   | Massachusetts Port Authority Revenue Bonds                                                           | CUSIP: 575896WS0<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |    750000 | PA      | $489764.25    | 0.13%             | 2051-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                  | NFM & J LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    493398 | PA      | $481822.82    | 0.13%             | 2027-11-30      | Variable      | 9.82%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                     | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    325104 | PA      | $319154.54    | 0.09%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| EAST SIDE CA UNION HIGH SCH DI               | East Side Union High School District General Obligation Unlimited                                    | CUSIP: 275282QD6<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $5599296.75   | 1.54%             | 2042-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                  | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    -37000 | NC      | $-619.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -592510 | PA      | $-592509.62   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                               | WhiteHorse VIII Ltd.                                                                                 | CUSIP: 96524XAA0<br>LEI: 549300GKZTMG24SVKU49 | Long             | ABS-O            | CORP              | KY        |    508250 | PA      | $464266.21    | 0.13%             | 2026-05-01      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                     | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $529966.00    | 0.15%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH HOSP FACS               | New Hampshire Business Finance Authority Revenue Bonds                                               | CUSIP: 63609WAR3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4800000 | PA      | $3184417.92   | 0.87%             | 2051-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $964215.34    | 0.26%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                     | Liberty Mutual Group, Inc.                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1582092.00   | 0.43%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                            | Imperial Fund Mortgage Trust                                                                         | CUSIP: 45276PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114036 | PA      | $1861358.47   | 0.51%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -866687 | PA      | $-866687.46   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                     | Stewart Information Services Corp.                                                                   | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1046223.76   | 0.29%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC          | Figs, Inc.                                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |        -3 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE - A                 | Acropolis Infrastructure Acquisition Corp.                                                           | CUSIP: 005029111<br>LEI: N/A                  | N/A              | DE               |  | US        |     12600 | NS      | $1709.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                  | Dyal Capital Partners IV                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    650000 | PA      | $491114.00    | 0.13%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| VERTICAL TOPCO SARL                          | TK Elevator Midco GmbH                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    919215 | PA      | $889894.39    | 0.24%             | 2027-01-29      | Variable      | 4.49%                 | No            |                  3 | On Loan: No      |
| MADISON OH LOCAL SCH DIST RICH               | Madison Local School District, Richland County, Ohio, School Improvement, Taxable Qualified School C | CUSIP: 558090HQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2503207.00   | 0.69%             | 2029-12-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -258100 | PA      | $-258099.77   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEPHYR BIDCO LTD                             | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    900000 | PA      | $897884.14    | 0.25%             | 2025-07-23      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC   | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    371233 | PA      | $256044.87    | 0.07%             | 2028-03-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| FT 1 INC                                     | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $526.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ITT HOLDINGS LLC                             | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1069814.54   | 0.29%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKLAND CA UNIF SCH DIST ALAME               | Oakland Unified School District, County of Alameda, California, Taxable General Obligation Bonds, El | CUSIP: 672325WR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10007255.00  | 2.75%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Invesco Advantage Municipal In               | Invesco Advantage Municipal Income Trust II                                                          | CUSIP: 46132E103<br>LEI: DA89O2CSN0WUDR74HM71 | Long             | EC               | RF                | US        |    287297 | NS      | $2565562.21   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SITECORE HOLDING III A/S                     | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    296240 | PA      | $305680.17    | 0.08%             | 2026-03-12      | Variable      | 7.99%                 | No            |                  3 | On Loan: No      |
| MORENO VLY CA UNIF SCH DIST                  | Moreno Valley Unified School District General Obligation Unlimited                                   | CUSIP: 616871MF3<br>LEI: 549300G4WBO7HSZKUD51 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1577052.80   | 0.43%             | 2044-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                         | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $355339.92    | 0.10%             | 2037-10-19      | Fixed         | 4.50%                 | 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        |   1500000 | PA      | $1247565.00   | 0.34%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                     | Performance Food Group, Inc.                                                                         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225000.00    | 0.06%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                    | Amgen, Inc.                                                                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $982763.11    | 0.27%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1311532 | PA      | $-1311531.67  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                         | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $351346.52    | 0.10%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -864758 | PA      | $-864758.21   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1466017 | PA      | $-1466016.89  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| TUFTS MEDICAL CTR INC                        | Tufts Medical Center, Inc.                                                                           | CUSIP: 899042AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1562225.42   | 0.43%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -4853844 | PA      | $-4853843.72  | -1.33%            |  |  |  | No            |                  2 | On Loan: No      |
| MED CENTER MS EDUCTNL BLDG COR               | Medical Center Educational Building Corp. Revenue Bonds                                              | CUSIP: 584556GW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3179819.70   | 0.87%             | 2041-06-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC       | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    198671 | PA      | $191717.43    | 0.05%             | 2028-11-22      | Variable      | 8.57%                 | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                               | Sabre GLBL, Inc.                                                                                     | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299250.00    | 0.08%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | 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        |    600000 | PA      | $502644.00    | 0.14%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTCHESTER CNTY NY HLTHCARE C               | Westchester County Health Care Corporation, Revenue Bonds, Taxable Build America Bonds               | CUSIP: 957366BR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10010000 | PA      | $12113501.40  | 3.32%             | 2040-11-01      | Fixed         | 8.57%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                             | ArcelorMittal S.A.                                                                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $907758.33    | 0.25%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                               | Ohio Edison Co.                                                                                      | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $957659.60    | 0.26%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IP Lending LLC                               | IP Lending V Ltd.                                                                                    | CUSIP: 44988YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1113300.00   | 0.31%             | 2026-04-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1437247 | PA      | $-1437246.87  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1041263 | PA      | $-1041263.49  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                        | HUB International Ltd.                                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $481596.26    | 0.13%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $320000.00    | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                           | Thunderbird A                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2626601 | PA      | $2469005.22   | 0.68%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                             | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    746250 | PA      | $697281.08    | 0.19%             | 2028-12-14      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                       | UPC Broadband Finco BV                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $598580.50    | 0.16%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                           | Lightning A Unfunded                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   4431961 | PA      | $0.04         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC               | Hamilton Projects Acquiror LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    369791 | PA      | $363297.31    | 0.10%             | 2027-06-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAYLOR COLLEGE OF MEDIC                      | Baylor College of Medicine                                                                           | CUSIP: 07284RAA0<br>LEI: 5493006UKJHZXSM3H989 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584383.24    | 0.16%             | 2046-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU               | New Jersey Turnpike Authority Revenue Bonds                                                          | CUSIP: 646140EA7<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1814198.00   | 0.50%             | 2040-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                            | Hyatt Hotels Corp.                                                                                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091657.97   | 0.30%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -787068 | PA      | $-787068.43   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -926252 | PA      | $-926252.26   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| GARLAND TX ELEC UTILITY SYS RE               | City of Garland Texas Electric Utility System Revenue Revenue Bonds                                  | CUSIP: 366133SL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1589777.76   | 0.44%             | 2051-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                        | Citadel Securities, LP                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    997468 | PA      | $981259.49    | 0.27%             | 2028-02-02      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -965062 | PA      | $-965062.36   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLSBOROUGH CA SCH DIST                     | Hillsborough City School District General Obligation Unlimited                                       | CUSIP: 432272GD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $522020.02    | 0.14%             | 2037-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIERCE CNTY WA SWR REVENUE                   | County of Pierce Washington Sewer Revenue Revenue Bonds                                              | CUSIP: 720653QG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $2995879.66   | 0.82%             | 2042-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                        | Universal Health Services, Inc.                                                                      | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $983348.50    | 0.27%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA EVERGREEN CMNTY CL               | San Jose Evergreen Community College District General Obligation Unlimited                           | CUSIP: 798189RS7<br>LEI: 5493006H31JIFYW6Z091 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1047611.40   | 0.29%             | 2045-09-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                    | Atlas CC Acquisition Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    160704 | PA      | $138071.71    | 0.04%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC           | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    750000 | PA      | $755018.39    | 0.21%             | 2028-10-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TX CULTURAL EDU FA               | Harris County Cultural Education Facilities Finance Corp. Revenue Bonds                              | CUSIP: 414008CU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8900000 | PA      | $7149388.69   | 1.96%             | 2037-11-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -913378 | PA      | $-913377.72   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                          | Delta Air Lines, Inc.                                                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5502534.44   | 1.51%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                          | FS KKR Capital Corp.                                                                                 | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $977165.33    | 0.27%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVANSVILLE-VANDERBURGH IN INDE               | Evansville-Vanderburgh School Building Corp. Revenue Bonds                                           | CUSIP: 299620EW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8690000 | PA      | $8819087.34   | 2.42%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2177766 | PA      | $-2177766.41  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| YAK HOLDING III LLC                          | YAK MAT (YAK ACCESS LLC)                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    851051 | PA      | $127657.65    | 0.04%             | 2026-07-10      | Variable      | 13.64%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                      | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -3129760 | PA      | $-3129759.56  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC   | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    750000 | PA      | $504736.90    | 0.14%             | 2029-03-26      | Variable      | 12.06%                | No            |                  3 | On Loan: No      |
| LCPR SR SECURED FIN DAC                      | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1150000 | PA      | $950519.51    | 0.26%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE II LLC                        | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951940.00    | 0.26%             | 2038-05-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1078813 | PA      | $-1078813.05  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST VETERINARY PARTNERS LLC              | Mission Veterinary Partners                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1237500 | PA      | $1150875.00   | 0.32%             | 2028-04-27      | Variable      | 7.74%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1757429 | PA      | $-1757429.36  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| KEENAN FT DETRICK ENERGY                     | Keenan Fort Detrick Energy LLC                                                                       | CUSIP: 487312AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $778051.30    | 0.21%             | 2048-11-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                           | Lightning A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2568039 | PA      | $2413956.86   | 0.66%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2881141 | PA      | $-2881140.60  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| Jol Air                                      | JOL Air Ltd.                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    978414 | PA      | $797489.56    | 0.22%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OMNITRACS HOLDINGS LLC                       | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1847100 | PA      | $1684998.26   | 0.46%             | 2026-06-04      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| AASET 2021-2 Trust                           | AASET Trust                                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471871 | PA      | $368495.75    | 0.10%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                         | Aramark Services, Inc.                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65461.90     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch   | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -454315 | PA      | $-454315.22   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HO               | Dallas, Texas, Convention Center Hotel Development Corporation, Hotel Revenue Bonds, Taxable Build A | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10020000 | PA      | $11068991.80  | 3.04%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA SCH DIST                     | School District of Philadelphia, Pennsylvania, General Obligation Bonds, Series 2011A, Qualified Sch | CUSIP: 717883LV2<br>LEI: 254900HSKDHZKBZCUL90 | Long             | DBT              | MUN               | US        |  10330000 | PA      | $10832716.68  | 2.97%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                  | Illinois, General Obligation Bonds, Taxable Build America Bonds                                      | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   4642857 | PA      | $4928697.89   | 1.35%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARDIAN SAS                                   | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    646750 | PA      | $588542.50    | 0.16%             | 2028-10-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                       | Level 3 Financing, Inc.                                                                              | CUSIP: N/A<br>LEI: OKXQCBALRQBU7RU5WQ22       | Long             | LON              | CORP              | US        |   1000000 | PA      | $950310.00    | 0.26%             | 2027-03-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                    | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |  -2758000 | NC      | $-196562.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1784293 | PA      | $-1784293.08  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                     | United Wholesale Mortgage LLC                                                                        | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1019304.00   | 0.28%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -2132460 | PA      | $-2132459.69  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                         | Wabash National Corp.                                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422789.38    | 0.12%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                     | LBJ Infrastructure Group LLC                                                                         | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $964419.00    | 0.26%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RXR ACQUISITION CORP- CL A                   | RXR Acquisition Corp.                                                                                | CUSIP: 74981W115<br>LEI: N/A                  | N/A              | DE               |  | US        |     16686 | NS      | $83.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                           | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $906906.94    | 0.25%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                     | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1154252 | PA      | $815351.75    | 0.22%             | 2028-03-02      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -3888515 | PA      | $-3888514.68  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                        | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    299855 | PA      | $281863.96    | 0.08%             | 2028-07-28      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                          | Mirabela Nickel Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     96316 | PA      | $1926.32      | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                       | First Brands Group LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1132750 | PA      | $1091212.06   | 0.30%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                     | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $21191.70     | 0.01%             | 2028-03-02      | Variable      | 7.43%                 | 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        |   1750000 | PA      | $1761621.65   | 0.48%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Trust for Investment G               | Invesco Trust for Investment Grade Municipals                                                        | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             | EC               | RF                | US        |    382286 | NS      | $3918431.50   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B               | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   6895814 | PA      | $490319.99    | 0.13%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                        | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $721242.00    | 0.20%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings, Inc.                                                                           | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $891090.17    | 0.24%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Vacasa Inc                                   | Vacasa, Inc.                                                                                         | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10238 | NS      | $16073.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE               | City of San Antonio Texas Electric & Gas Systems Revenue Bonds                                       | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   6800000 | PA      | $5050718.36   | 1.39%             | 2048-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Invesco Municipal Opportunity                | Invesco Municipal Opportunity Trust                                                                  | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |    450245 | NS      | $4439415.70   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -390522 | PA      | $-390521.74   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                 | Ginkgo Bioworks Holdings, Inc.                                                                       | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               |  | US        |      9372 | NS      | $2811.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOYLESTOWN PA HOSP AUTH                      | Doylestown Hospital Authority Revenue Bonds                                                          | CUSIP: 261333FS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $165102.88    | 0.05%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                    | Flutter Financing B.V.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1000000 | PA      | $991940.00    | 0.27%             | 2028-07-24      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY R               | Massachusetts Development Finance Agency Revenue Bonds                                               | CUSIP: 57584YD30<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1480160.03   | 0.41%             | 2046-10-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                       | Equitable Holdings, Inc.                                                                             | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    140000 | NS      | $2546600.00   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNITRACS HOLDINGS LLC                       | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -502900 | PA      | $-44134.57    | -0.01%            | 2026-06-04      | Variable      | 0.97%                 | No            |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -835650 | PA      | $-835649.78   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                     | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033170.00   | 0.56%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co.                                                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3773816.40   | 1.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                        | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2588401 | PA      | $-2588400.68  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -8153138 | PA      | $-8153138.13  | -2.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FIN AUTH REV               | California Public Finance Authority Revenue Bonds                                                    | CUSIP: 13057EEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4800000 | PA      | $3095599.68   | 0.85%             | 2043-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ASTON FINCO SARL                             | Aston FinCo SARL                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    790030 | PA      | $883420.13    | 0.24%             | 2026-10-09      | Variable      | 7.70%                 | No            |                  3 | On Loan: No      |
| ARMOR PARENT CORP                            | Accuride Corp.                                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |    828358 | PA      | $702331.90    | 0.19%             | 2023-11-17      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                   | Start Ltd.                                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    980616 | PA      | $781933.16    | 0.21%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                           | Vodafone Group plc                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $784674.00    | 0.22%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PITTSBURGH PA SCH DIST                       | Pittsburgh, Pennsylvania, School District, Taxable Qualified School Construction Bonds               | CUSIP: 725277DR5<br>LEI: 549300DCE2NGMJO6P377 | Long             | DBT              | MUN               | US        |   6895000 | PA      | $7680688.01   | 2.11%             | 2029-09-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -808142 | PA      | $-808141.78   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                         | JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.                                      | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1017166.50   | 0.28%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                     | Rogers Communications, Inc.                                                                          | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $968207.71    | 0.27%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                           | Macquarie Bank Ltd.                                                                                  | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $863659.93    | 0.24%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                     | SK Invictus Intermediate II Sarl                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    700000 | PA      | $560000.00    | 0.15%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                        | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -1300557 | PA      | $-1300557.00  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                     | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -986057 | PA      | $-986056.70   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                  | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -1165487 | PA      | $-1165487.23  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC                                | BP Holdco LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15619 | NS      | $9471.21      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO