# EDGAR Filing Document

**Accession Number:** 0001495825
**File Stem:** 0000913181-26-000018
**Filing Date:** 2026-1
**Character Count:** 283846
**Document Hash:** 50fe33987746984eb4e2b21a3f47d175
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-26-000018.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000913181-26-000018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22437
- **FILM NUMBER:** 26569069

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $609209687.98

**Total Liabilities:** $191780773.02

**Net Assets:** $417428914.96

**Delayed Delivery Securities:** $3963764.94

**Cash Not Reported:** $1516155.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5324.29711360 | **1-Year:** 20468.62634490 | **5-Year:** 63059.66051640 | **10-Year:** 155174.90423770 | **30-Year:** 115246.45117420

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

- **3-Month:** 1506.63887160 | **1-Year:** 5305.34347280 | **5-Year:** 9835.22854780 | **10-Year:** 8605.67112730 | **30-Year:** 7062.92214220

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.97%                | 0.96%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37641.92               | $6174372.55                                |
| Month 2  | $-154573.79              | $1977900.87                                |
| Month 3  | $-40208.93               | $474922.73                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization                     | AASET Trust                                                                                          | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734487 | PA      | $750181.07    | 0.18%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                   | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1017695.10   | 0.24%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Altde Trust                                        | ALTDE Trust                                                                                          | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380442 | PA      | $390066.51    | 0.09%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                             | AS Mileage Plan IP Ltd.                                                                              | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    600000 | PA      | $601822.92    | 0.14%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                     | AASET Trust                                                                                          | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553018 | PA      | $569083.70    | 0.14%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                 | AASET Trust                                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326591 | PA      | $309545.08    | 0.07%             | 2047-01-15      | Fixed         | 2.80%                 | 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      | $1756779.01   | 0.42%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                         | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $749683.27    | 0.18%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                            | Alexander Funding Trust II                                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $960674.76    | 0.23%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | 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      | $502337.50    | 0.12%             | 2026-02-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                     | Aligned Data Centers Issuer LLC                                                                      | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $978906.70    | 0.23%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                         | Allianz SE                                                                                           | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1037360.00   | 0.25%             | N/A             | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    269535 | PA      | $262238.48    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France S.A.                                                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    693090 | PA      | $675564.78    | 0.16%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                            | Amazon Conservation DAC                                                                              | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1044800.00   | 0.25%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group, Inc.                                                                        | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     19000 | NS      | $483550.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group, Inc.                                                                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569175.90    | 0.14%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group, Inc.                                                                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455579.73    | 0.11%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                            | American National Group, Inc.                                                                        | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678999.38    | 0.16%             | 2055-12-01      | Variable      | 7.00%                 | 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        |   3840000 | PA      | $3978368.26   | 0.95%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                 | AmFam Holdings, Inc.                                                                                 | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3197000 | PA      | $2164289.23   | 0.52%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen, Inc.                                                                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $962164.93    | 0.23%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                  | Amsted Industries, Inc.                                                                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51728.50     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG LLC FDG_24-1                            | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1051268.27   | 0.25%             | 2045-09-30      | Fixed         | 7.40%                 | No            |                  3 | On Loan: No      |
| ARCELORMITTAL SA                                   | ArcelorMittal S.A.                                                                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $936799.87    | 0.22%             | 2027-11-29      | Fixed         | 6.55%                 | 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      | $1864188.56   | 0.45%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                        | Ares Direct Lending CLO 6 LLC                                                                        | CUSIP: 039960AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996243.10    | 0.24%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                        | Ares Direct Lending CLO 1 LLC                                                                        | CUSIP: 04020RAC2<br>LEI: 254900W79C3ALKJIMH12 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250920.90    | 0.06%             | 2036-04-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                    | Ascot Group Ltd.                                                                                     | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $364680.61    | 0.09%             | 2035-06-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                           | Aspen Insurance Holdings Ltd.                                                                        | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $130875.61    | 0.03%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA CUSTOMER FAC CHARGE                     | City of Atlanta Georgia Airport Customer Facility Charge Revenue Bonds                               | CUSIP: 047773AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4105647.20   | 0.98%             | 2044-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX RENTAL CAR SPL FAC R                     | City of Austin Texas Rental Car Special Facility Revenue Bonds                                       | CUSIP: 052451BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1691206.22   | 0.41%             | 2042-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                            | Australia & New Zealand Banking Group Ltd.                                                           | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $180182.71    | 0.04%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp.                                                                                    | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $905895.52    | 0.22%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                            | BDS LLC                                                                                              | CUSIP: 05556EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500620.75    | 0.12%             | 2043-03-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                            | BDS 2025-FL16 LLC                                                                                    | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $700000.00    | 0.17%             | 2043-07-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP Capital Markets plc                                                                               | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1340717.30   | 0.32%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BNPP IP CLO LTD                                    | BNPP IP CLO Ltd.                                                                                     | CUSIP: 05580HAE9<br>LEI: 54930038CI4SMKCMEM78 | Long             | ABS-O            | CORP              | KY        |    216398 | PA      | $12321.04     | 0.00%             | 2025-10-30      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                        | BXHPP Trust                                                                                          | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1160476.38   | 0.28%             | 2036-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust                                                                                             | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1143900.40   | 0.27%             | 2041-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                 | BSPRT Issuer LLC                                                                                     | CUSIP: 05619BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350111.55    | 0.08%             | 2043-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia                                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $583138.05    | 0.14%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BAYLOR COLLEGE OF MEDIC                            | Baylor College of Medicine                                                                           | CUSIP: 07284RAA0<br>LEI: 5493006UKJHZXSM3H989 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570197.03    | 0.14%             | 2046-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                               | Beacon Funding Trust                                                                                 | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255870.54    | 0.06%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                     | Becle, SAB de CV                                                                                     | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $174419.56    | 0.04%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                           | Belrose Funding Trust II                                                                             | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $678026.54    | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BELVOIR LAND LLC                                   | Belvoir Land LLC                                                                                     | CUSIP: 081331AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503076.00    | 0.12%             | 2035-12-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                           | W R Berkley Corp.                                                                                    | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     95975 | NS      | $1612380.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                           | Beth Israel Lahey Health, Inc.                                                                       | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $2952435.11   | 0.71%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                   | Black Hills Corp.                                                                                    | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207389.85    | 0.05%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                               | Blue Owl Finance LLC                                                                                 | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2053274.47   | 0.49%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co.                                                                                           | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    329000 | PA      | $244083.87    | 0.06%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co.                                                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $567109.02    | 0.14%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co.                                                                                           | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $256335.65    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications plc                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1633178.95   | 0.39%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom, Inc.                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1122672.33   | 0.27%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                              | Brooklyn Union Gas Co.                                                                               | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2172126.04   | 0.52%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB4, LP                                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $458652.60    | 0.11%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB7, LP                                                                                         | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    977917 | PA      | $986774.25    | 0.24%             | 2053-09-15      | Fixed         | 6.50%                 | 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      | $748103.54    | 0.18%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT LLC                                                                                             | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $484215.20    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp.                                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351941.48    | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                            | CNO Financial Group, Inc.                                                                            | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    750000 | PA      | $794735.07    | 0.19%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $193920.15    | 0.05%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                     | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123211.59    | 0.03%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp.                                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420546.00    | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                      | CAFL 2025-RRTL2 Issuer, LP                                                                           | CUSIP: 12770JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $654831.57    | 0.16%             | 2040-11-28      | Variable      | 5.62%                 | 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      | $3559934.40   | 0.85%             | 2043-10-15      | Fixed         | 3.27%                 | 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      | $418687.15    | 0.10%             | 2047-11-01      | Fixed         | 3.90%                 | 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        |   3335000 | PA      | $3538671.79   | 0.85%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Carlyle Direct Lending CLO LLC                     | Carlyle Direct Lending CLO LLC                                                                       | CUSIP: 14310QAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $804780.16    | 0.19%             | 2036-07-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                     | Castlelake Aircraft Structured Trust                                                                 | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980523 | PA      | $994216.28    | 0.24%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST                              | Central Storage Safety Project Trust                                                                 | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5978656 | PA      | $5756628.80   | 1.38%             | 2038-02-01      | Fixed         | 4.82%                 | Yes           |                  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      | $4335272.55   | 1.04%             | 2042-01-01      | Fixed         | 3.29%                 | 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      | $874880.67    | 0.21%             | 2045-01-01      | Fixed         | 3.27%                 | No            |                  2 | 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      | $5196359.50   | 1.24%             | 2030-05-01      | Fixed         | 6.50%                 | 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      | $5555294.00   | 1.33%             | 2040-05-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLIV LLC                                                                       | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1412632.06   | 0.34%             | 2036-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XL LLC                                                                         | CUSIP: 15675AAE9<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756917.18    | 0.18%             | 2035-03-22      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLVI, LP                                                                       | CUSIP: 15675BAC1<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $956439.77    | 0.23%             | 2036-07-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLV LLC                                                                        | CUSIP: 15675FAE8<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006931.50   | 0.24%             | 2036-04-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding 52 LLC                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1256366.50   | 0.30%             | 2037-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cerberus                                           | Cerberus Loan Funding XLVII LLC                                                                      | CUSIP: 156945AE7<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205878.56   | 0.29%             | 2036-07-15      | Floating      | 6.46%                 | 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      | $972556.38    | 0.23%             | 2053-04-01      | Fixed         | 5.25%                 | 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      | $185546.85    | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | 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      | $5714176.68   | 1.37%             | 2040-01-01      | Fixed         | 6.90%                 | 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      | $3303554.42   | 0.79%             | 2040-11-01      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                           | Children's Hospital Corp.                                                                            | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6778312.64   | 1.62%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                         | CoBank ACB                                                                                           | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |    250000 | NS      | $258925.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH SF                      | Colorado Housing and Finance Authority Revenue Bonds                                                 | CUSIP: 19648GHU9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1257027.50   | 0.30%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH SF                      | Colorado Housing and Finance Authority Revenue Bonds                                                 | CUSIP: 19648GHV7<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   1620000 | PA      | $1619519.67   | 0.39%             | 2043-11-01      | Fixed         | 5.60%                 | 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      | $2646922.75   | 0.63%             | 2028-03-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                             | Commonwealth Bank of Australia                                                                       | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $467082.63    | 0.11%             | 2046-03-14      | Variable      | 5.93%                 | 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        |    210000 | PA      | $210387.89    | 0.05%             | 2026-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HS                     | Connecticut Housing Finance Authority Revenue Bonds                                                  | CUSIP: 20775HT60<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |    800000 | PA      | $816396.88    | 0.20%             | 2049-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT HSG FIN AUTH HSG M                     | Connecticut Housing Finance Authority Revenue Bonds                                                  | CUSIP: 20775JBJ7<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031924.20   | 0.25%             | 2040-11-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    840000 | PA      | $858137.44    | 0.21%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                        | Corporation Nacional del Cobre de Chile                                                              | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $323490.00    | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                             | Cox Communications, Inc.                                                                             | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $104757.48    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                             | Cox Communications, Inc.                                                                             | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86831.06     | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CURATORS OF THE UNIV OF MISSOU                     | Curators of the University of Missouri Revenue Bonds                                                 | CUSIP: 231266GC5<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   1745000 | PA      | $1831701.72   | 0.44%             | 2041-11-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                            | Dai-ichi Life Insurance Company Ltd.                                                                 | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $418652.80    | 0.10%             | 2075-07-16      | Variable      | 6.20%                 | 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      | $4683687.45   | 1.12%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                     | Dallas Fort Worth International Airport Revenue Bonds                                                | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7200000 | PA      | $6371090.64   | 1.53%             | 2051-11-01      | Fixed         | 4.51%                 | 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      | $11367648.92  | 2.72%             | 2042-01-01      | Fixed         | 7.09%                 | 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        |   2400000 | PA      | $2811846.96   | 0.67%             | 2039-05-01      | Fixed         | 7.75%                 | 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      | $2824983.48   | 0.68%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy, Inc.                                                                                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202356.13    | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy, Inc.                                                                                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252473.18    | 0.06%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co.                                                                                     | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209821.41    | 0.05%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | 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        |   1469125 | NS      | $1469124.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Ca                     | Dreyfus Treasury Securities Cash Management Fund - Institutional Shares                              | CUSIP: N/A<br>LEI: 549300U78VESCW509025       | Long             | STIV             | RF                | US        |    858039 | NS      | $858039.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                               | Dye & Durham Ltd.                                                                                    | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    310000 | PA      | $284316.35    | 0.07%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                           | Eagle Funding Luxco SARL                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    500000 | PA      | $507595.00    | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trus                     | Easy Street Mortgage Loan Trust 2025-RTL2                                                            | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1052691.15   | 0.25%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| EL MONTE CA                                        | City of El Monte California Revenue Bonds                                                            | CUSIP: 283299AS4<br>LEI: 549300079T82S1QZWG33 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $814773.70    | 0.20%             | 2045-08-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                           | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526262.76    | 0.13%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                           | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478922.40    | 0.11%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Contra Mallinckro                                  | Contra Mallinckro                                                                                    | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2561 | NS      | $258502.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LP                                            | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    350000 | NS      | $35.00        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ENSTAR GROUP LTD                                   | Enstar Group Ltd.                                                                                    | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $520843.50    | 0.12%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | Equitable Holdings, Inc.                                                                             | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    140000 | NS      | $2259600.00   | 0.54%             |  |  |  | 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      | $8708865.99   | 2.09%             | 2030-01-15      | Fixed         | 6.50%                 | 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      | $688938.25    | 0.17%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Figs Inc                                           | Figs, Inc.                                                                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3754 | NS      | $36751.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                               | FS Rialto Issuer LLC                                                                                 | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599184.48    | 0.14%             | 2039-10-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                   | Farmers Insurance Exchange                                                                           | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    880000 | PA      | $909993.04    | 0.22%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                         | FedEx Corp.                                                                                          | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55828.30     | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                              | Fidelis Insurance Holdings Ltd.                                                                      | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1081684.00   | 0.26%             | 2055-06-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                        | FIGRE Trust                                                                                          | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197601 | PA      | $201725.49    | 0.05%             | 2054-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                | First Republic Bank                                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     17750 | NS      | $1.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                | First Republic Bank                                                                                  | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     31650 | NS      | $63.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes Trust                                                                                 | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997045.20    | 0.24%             | 2038-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                             | Five Guys Holdings, Inc.                                                                             | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $408587.06    | 0.10%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST HSG FIN CORP REVENU                     | Florida Housing Finance Corp. Revenue Bonds                                                          | CUSIP: 34074MY70<br>LEI: 549300W0PCIJCI0JCF10 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1205874.59   | 0.29%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                  | Flowers Foods, Inc.                                                                                  | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1976027.86   | 0.47%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury Designated Activity Co.                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1031394.00   | 0.25%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FOND DU LAC CNTY WI REVENUE                        | County of Fond Du Lac Wisconsin Revenue Bonds                                                        | CUSIP: 34446ACA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202309.98    | 0.05%             | 2054-05-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                           | Fortune Brands Innovations, Inc.                                                                     | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1064046.07   | 0.25%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                        | Fortress Credit BSL XV Ltd.                                                                          | CUSIP: 34964WAS1<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-O            | CORP              | JE        |    650000 | PA      | $651684.87    | 0.16%             | 2033-10-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                           | Fortitude Group Holdings LLC                                                                         | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260152.68    | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                                                | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414676.08    | 0.10%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                                                | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $594647.74    | 0.14%             | 2038-01-25      | Fixed         | 6.40%                 | 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      | $5895287.91   | 1.41%             | 2050-11-01      | Fixed         | 2.88%                 | 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        |    505000 | PA      | $505836.48    | 0.12%             | 2026-05-01      | Fixed         | 6.05%                 | No            |                  2 | 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        |   6548111 | PA      | $362196.30    | 0.09%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                     | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   8993162 | PA      | $509493.21    | 0.12%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | 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        |     79774 | PA      | $67710.55     | 0.02%             | 2052-11-25      | Variable      | 5.95%                 | 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      | $309998.52    | 0.07%             | 2041-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT Trust                                                                                           | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440041 | PA      | $438528.40    | 0.11%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital Limited Partnership / GLP Financing II, Inc.                                             | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249750.10    | 0.06%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                  | GXO Logistics, Inc.                                                                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1076138.52   | 0.26%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARLAND TX ELEC UTILITY SYS RE                     | City of Garland Texas Electric Utility System Revenue Bonds                                          | CUSIP: 366133SL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $1686164.40   | 0.40%             | 2051-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                     | Gilead Aviation LLC                                                                                  | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435129 | PA      | $443908.35    | 0.11%             | 2050-03-15      | Fixed         | 5.79%                 | 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      | $131.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $471832.65    | 0.11%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                             | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266330.21    | 0.06%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                             | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1151854.98   | 0.28%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                      | GoldenTree Loan Management US CLO 1 Ltd.                                                             | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-O            | CORP              | KY        |    800000 | PA      | $801643.84    | 0.19%             | 2037-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                      | GoldenTree Loan Management US CLO 24 Ltd.                                                            | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-O            | CORP              | KY        |    450000 | PA      | $434357.91    | 0.10%             | 2038-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1000000 | NS      | $1055499.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1150000 | NS      | $1192823.70   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                     | Golub Capital Partners CLO 46M Ltd.                                                                  | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503318.50    | 0.12%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                     | Golub Capital Partners CLO 69M                                                                       | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1666096.74   | 0.40%             | 2038-11-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                           | GrafTech Global Enterprises, Inc.                                                                    | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874006.67    | 0.21%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                           | Greensaif Pipelines Bidco SARL                                                                       | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $218159.91    | 0.05%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                           | Greensaif Pipelines Bidco SARL                                                                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $312291.41    | 0.07%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                   | HF Sinclair Corp.                                                                                    | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053084.00   | 0.25%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA, Inc.                                                                                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1002854.92   | 0.24%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                             | HPS Private Credit CLO LLC                                                                           | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249450.60    | 0.06%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                    | Hanesbrands, Inc.                                                                                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421375.60    | 0.10%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                         | Hasbro, Inc.                                                                                         | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $371185.55    | 0.09%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                                     | Henneman Trust                                                                                       | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1105148.74   | 0.26%             | 2055-05-15      | Fixed         | 6.58%                 | 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      | $239792.95    | 0.06%             | 2040-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                           | Horace Mann Educators Corp.                                                                          | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    900000 | PA      | $966112.34    | 0.23%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORRY CNTY SC ARPT REVENUE                         | County of Horry South Carolina Airport Revenue Bonds                                                 | CUSIP: 44066MEB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5888818.00   | 1.41%             | 2040-07-01      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                | Hotwire Funding LLC                                                                                  | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1943466.49   | 0.47%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102155.46    | 0.02%             | 2054-06-20      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                  | Hyatt Hotels Corp.                                                                                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1150529.52   | 0.28%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                   | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1211590.31   | 0.29%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG                     | Idaho Housing & Finance Association Revenue Bonds                                                    | CUSIP: 45129Y5P7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1735000 | PA      | $1718371.41   | 0.41%             | 2049-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG                     | Idaho Housing & Finance Association Revenue Bonds                                                    | CUSIP: 45129Y7Y6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   4155000 | PA      | $4140113.88   | 0.99%             | 2049-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG                     | Idaho Housing & Finance Association Revenue Bonds                                                    | CUSIP: 45130BBB8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026481.70   | 0.25%             | 2045-07-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG                     | Idaho Housing & Finance Association Revenue Bonds                                                    | CUSIP: 45130BDL4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1223099.76   | 0.29%             | 2050-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN                     | Illinois Housing Development Authority Revenue Bonds                                                 | CUSIP: 45203MYE5<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    730000 | PA      | $748971.90    | 0.18%             | 2044-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN                     | Illinois Housing Development Authority Revenue Bonds                                                 | CUSIP: 45203MYF2<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1880909.34   | 0.45%             | 2049-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                        | State of Illinois General Obligation Unlimited                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    715385 | PA      | $755908.58    | 0.18%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                        | State of Illinois General Obligation Unlimited                                                       | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    153846 | PA      | $163306.18    | 0.04%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                        | Illinois, General Obligation Bonds, Taxable Build America Bonds                                      | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3571429 | PA      | $3896532.14   | 0.93%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust                                                                         | CUSIP: 45276PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1633676 | PA      | $1553539.84   | 0.37%             | 2067-03-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                              | Intact Financial Corp.                                                                               | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1966830.49   | 0.47%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH SF MTGE REVEN                     | Iowa Finance Authority Revenue Bonds                                                                 | CUSIP: 46247EAY1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505778.20    | 0.12%             | 2049-07-01      | Fixed         | 5.92%                 | 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      | $288773.13    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $945786.96    | 0.23%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                           | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $799620.19    | 0.19%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co.                                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1014170.56   | 0.24%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Jol Air                                            | JOL Air Ltd.                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    671489 | PA      | $668778.99    | 0.16%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                         | JCP Direct Lending CLO 2023-1 LLC                                                                    | CUSIP: 46656TAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1003276.20   | 0.24%             | 2037-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $1000756.60   | 0.24%             | 2031-04-30      | Fixed         | 7.12%                 | 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      | $1424800.50   | 0.34%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                            | Jefferies Financial Group, Inc.                                                                      | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059414.77   | 0.25%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1000000 | NS      | $1032816.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                       | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: 5493007DXHDGV3QWWI42       | Long             | ABS-O            | CORP              | US        |   1327804 | PA      | $1242186.84   | 0.30%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| KREF 2021-FL2 Ltd                                  | KREF Ltd.                                                                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $638008.93    | 0.15%             | 2039-02-15      | Floating      | 5.38%                 | 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      | $804257.00    | 0.19%             | 2048-11-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                 | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1103367.50   | 0.26%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP SF MTGE                       | Kentucky Housing Corp. Revenue Bonds                                                                 | CUSIP: 491309GY0<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    490000 | PA      | $493728.41    | 0.12%             | 2055-01-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP SF MTGE                       | Kentucky Housing Corp. Revenue Bonds                                                                 | CUSIP: 491309MJ6<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    500000 | PA      | $510788.65    | 0.12%             | 2050-07-01      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP SF MTGE                       | Kentucky Housing Corp. Revenue Bonds                                                                 | CUSIP: 491309NM8<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |    250000 | PA      | $255110.45    | 0.06%             | 2045-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan, Inc.                                                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412994.96    | 0.10%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST                      | King County Public Hospital District No. 2 General Obligation Ltd.                                   | CUSIP: 494791TB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $827664.64    | 0.20%             | 2044-12-01      | Fixed         | 3.11%                 | 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      | $2945596.72   | 0.71%             | 2034-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                             | Kuvare US Holdings, Inc.                                                                             | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |    341000 | NS      | $340147.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ CORP                                           | LKQ Corp.                                                                                            | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1016656.85   | 0.24%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                           | LBJ Infrastructure Group LLC                                                                         | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $7313114.49   | 1.75%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                   | LG Energy Solution Ltd.                                                                              | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $824930.46    | 0.20%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632262.62    | 0.15%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                   | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230814.97    | 0.06%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limi                     | Labrador Aviation Finance Ltd.                                                                       | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327835 | PA      | $326310.57    | 0.08%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                   | Lazard Group LLC                                                                                     | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    660000 | PA      | $700211.55    | 0.17%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                   | Lazard Group LLC                                                                                     | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1354841.97   | 0.32%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group, Inc.                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1741564.29   | 0.42%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIFESPAN CORP                                      | Lifespan Corp.                                                                                       | CUSIP: 53229UAA5<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273260.26   | 0.31%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                     | LSTAR Securities Investment Ltd.                                                                     | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193604 | PA      | $193791.04    | 0.05%             | 2029-01-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX, LP                                                                                             | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46908.72     | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX, LP                                                                                             | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392033.64    | 0.09%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX, LP                                                                                             | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1618008.56   | 0.39%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MN8 ENERGY INC                                     | MN8 Portfolio IV LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    400000 | PA      | $408093.98    | 0.10%             | 2045-07-30      | Fixed         | 6.31%                 | No            |                  3 | On Loan: No      |
| MACQUARIE BANK LTD                                 | Macquarie Bank Ltd.                                                                                  | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1094899.16   | 0.26%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | 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      | $2505055.00   | 0.60%             | 2029-12-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LVIII Ltd.                                                                      | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $402791.00    | 0.10%             | 2037-04-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings, Inc.                                                                           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    161000 | PA      | $120428.00    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | 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      | $1127052.64   | 0.27%             | 2042-10-01      | Fixed         | 3.21%                 | 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      | $1788874.55   | 0.43%             | 2051-08-15      | Fixed         | 4.16%                 | 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      | $1889665.60   | 0.45%             | 2038-08-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| MARYLAND CMNTY DEV ADMIN HSG &                     | Maryland Department of Housing & Community Development Revenue Bonds                                 | CUSIP: 57419UDH8<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2535434.75   | 0.61%             | 2049-09-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MARYLAND CMNTY DEV ADMIN HSG &                     | Maryland Department of Housing & Community Development Revenue Bonds                                 | CUSIP: 57419UVF2<br>LEI: 549300Q5BSL77YR7NP93 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1023740.70   | 0.25%             | 2045-09-01      | Fixed         | 6.20%                 | 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      | $1594986.08   | 0.38%             | 2046-10-01      | Fixed         | 3.52%                 | 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      | $2622719.54   | 0.63%             | 2042-07-01      | Fixed         | 2.72%                 | 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      | $505175.18    | 0.12%             | 2051-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300246.30    | 0.07%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860591.85    | 0.21%             | 2029-08-01      | Fixed         | 8.00%                 | 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      | $3562882.65   | 0.85%             | 2041-06-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                           | Meiji Yasuda Life Insurance Co.                                                                      | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $727277.60    | 0.17%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                            | Metis Issuer, LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $917492.75    | 0.22%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Trust                           | Mill City Securities Ltd.                                                                            | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313266 | PA      | $296819.19    | 0.07%             | 2069-08-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                           | Mill City Securities Ltd.                                                                            | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471880 | PA      | $447578.39    | 0.11%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMISSION                     | Missouri Housing Development Commission Revenue Bonds                                                | CUSIP: 60637GNK1<br>LEI: 5493007FBL7WCV3NKY25 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1258665.88   | 0.30%             | 2055-11-01      | Fixed         | 5.87%                 | 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        |    610000 | PA      | $637456.04    | 0.15%             | 2028-08-01      | Fixed         | 7.25%                 | No            |                  2 | 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      | $1680493.20   | 0.40%             | 2044-08-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower, LP                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451051.20    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                         | NLT 2025-NQM1 Trust                                                                                  | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3180543.87   | 0.76%             | 2070-10-25      | Variable      | 7.47%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy, Inc.                                                                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $499172.85    | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                             | Nassau Companies of New York                                                                         | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $341025.02    | 0.08%             | 2030-07-15      | Fixed         | 7.88%                 | 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      | $3313221.12   | 0.79%             | 2051-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                           | National Life Insurance Co.                                                                          | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1228232.74   | 0.29%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                            | Nationwide Building Society                                                                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $674507.57    | 0.16%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                         | Navigator Aircraft ABS Ltd.                                                                          | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843502 | PA      | $804755.41    | 0.19%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                             | Navigator Aviation Ltd.                                                                              | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |    774107 | PA      | $777186.40    | 0.19%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NEVADA ST HSG DIV SF MTGE REVE                     | Nevada Housing Division Revenue Bonds                                                                | CUSIP: 641279F41<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3979572.00   | 0.95%             | 2050-10-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NEVADA ST HSG DIV SF MTGE REVE                     | Nevada Housing Division Revenue Bonds                                                                | CUSIP: 641279XN9<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250576.88    | 0.06%             | 2049-10-01      | Fixed         | 5.84%                 | 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      | $575576.64    | 0.14%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                 | New Flyer Holdings, Inc.                                                                             | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107101.80    | 0.03%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                      | New Residential Mortgage Loan Trust                                                                  | CUSIP: 64832CAE3<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    479420 | PA      | $485785.46    | 0.12%             | 2065-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                        | City of New York New York General Obligation Unlimited                                               | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4275964.00   | 1.02%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     12550 | NS      | $316009.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    336000 | PA      | $348743.47    | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                              | Nippon Life Insurance Co.                                                                            | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $991842.13    | 0.24%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047581.00   | 0.25%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                         | Nuveen LLC                                                                                           | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058400.41   | 0.25%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                    | OHA Credit Partners VII Ltd.                                                                         | CUSIP: 67102UAK5<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $297845.37    | 0.07%             | 2038-02-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX Trust                                                                                            | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    221167 | PA      | $223964.36    | 0.05%             | 2064-02-25      | Variable      | 6.85%                 | 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      | $10063742.00  | 2.41%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | 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        |    345000 | PA      | $345740.27    | 0.08%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX Trust                                                                                            | CUSIP: 67448NAD0<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $755500.95    | 0.18%             | 2064-01-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                                | Obsidian Issuer LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $865346.53    | 0.21%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2089912.00   | 0.50%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                     | Ohio Edison Co.                                                                                      | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $995611.72    | 0.24%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RSDL MTGE                      | Ohio Housing Finance Agency Revenue Bonds                                                            | CUSIP: 67756UEU8<br>LEI: 549300K10X7VPG6JVX38 | Long             | DBT              | MUN               | US        |    810000 | PA      | $841518.32    | 0.20%             | 2055-09-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                    | OhioHealth Corp.                                                                                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2399464.23   | 0.57%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                    | OhioHealth Corp.                                                                                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $224601.87    | 0.05%             | 2041-11-15      | Fixed         | 2.83%                 | 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      | $10881931.52  | 2.61%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST UNIV AGRIC & MECH                      | Oklahoma State University Revenue Bonds                                                              | CUSIP: 679191GZ3<br>LEI: 254900M845UI413F1O58 | Long             | DBT              | MUN               | US        |    150000 | PA      | $125099.46    | 0.03%             | 2048-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                | Omnis Funding Trust                                                                                  | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $738917.35    | 0.18%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK, Inc.                                                                                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1002896.25   | 0.24%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK, Inc.                                                                                          | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143034.55    | 0.03%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK, Inc.                                                                                          | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $938740.79    | 0.22%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp.                                                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98310.42     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp.                                                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244972.55    | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp.                                                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70718.72     | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp.                                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163981.30    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp.                                                                                         | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46563.49     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                             | Orlando Health Obligated Group                                                                       | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4196705.16   | 1.01%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO XXI LLC                                                                                 | CUSIP: 69120UAC7<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $603158.34    | 0.14%             | 2034-07-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO XVI LLC                                                                                 | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604475.88    | 0.14%             | 2036-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO XXII LLC                                                                                | CUSIP: 69121AAE6<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004952.40   | 0.24%             | 2037-10-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                   | Owl Rock CLO I LLC                                                                                   | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1059460.71   | 0.25%             | 2036-02-20      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| OXNARD CA SCH DIST                                 | Oxnard School District General Obligation Unlimited                                                  | CUSIP: 692020U99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1990000 | PA      | $1417873.81   | 0.34%             | 2044-08-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1067683.05   | 0.26%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                 | Panama Government International Bond                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $922000.00    | 0.22%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HSG FIN AGY SF                     | Pennsylvania Housing Finance Agency Revenue Bonds                                                    | CUSIP: 70879QK36<br>LEI: 549300JZVUPNWP77SP29 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3004170.90   | 0.72%             | 2054-04-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                     | Pershing Square SPARC Holdings, Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11865 | NS      | $1.19         | 0.00%             |  |  |  | No            |                  3 | 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      |
| 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      | $11049244.84  | 2.65%             | 2030-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co.                                                                                      | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162221.62    | 0.04%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PIERCE CNTY WA SWR REVENUE                         | County of Pierce Washington Sewer Revenue Bonds                                                      | CUSIP: 720653QG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3352638.19   | 0.80%             | 2042-08-01      | Fixed         | 2.87%                 | 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      | $7498398.69   | 1.80%             | 2029-09-01      | Fixed         | 6.85%                 | 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      | $1002380.20   | 0.24%             | 2026-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                           | Plains All American Pipeline Limited Partnership / PAA Finance Corp.                                 | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86092.49     | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                        | Polaris, Inc.                                                                                        | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478433.53    | 0.11%             | 2029-03-15      | Fixed         | 6.95%                 | 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      | $3692175.50   | 0.88%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings, Inc.                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1225853.72   | 0.29%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                            | Providence St. Joseph Health Obligated Group                                                         | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2600800.53   | 0.62%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial, Inc.                                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189661.64   | 0.28%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                               | QTS Issuer ABS I LLC                                                                                 | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010956.70   | 0.24%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                              | QTS Issuer ABS II LLC                                                                                | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351532.55    | 0.08%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust                                                                                  | CUSIP: 74939WAC4<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013903.30   | 0.24%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                            | Reinsurance Group of America, Inc.                                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206375.80    | 0.05%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                  | Upbound Group, Inc.                                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244118.53    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                              | Reynolds American, Inc.                                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1105233.22   | 0.26%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | 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      | $230189.98    | 0.06%             | 2037-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Companies, Inc.                                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157075.20    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications, Inc.                                                                          | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $995665.41    | 0.24%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                           | Slam Ltd.                                                                                            | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388003 | PA      | $399574.70    | 0.10%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                        | SVC ABS LLC                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993125 | PA      | $979515.31    | 0.23%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                           | Safehold GL Holdings LLC                                                                             | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    788000 | PA      | $838195.52    | 0.20%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                           | Safehold GL Holdings LLC                                                                             | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121562.68    | 0.03%             | 2035-01-15      | Fixed         | 5.65%                 | 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      | $204616.73    | 0.05%             | 2040-03-01      | Fixed         | 3.27%                 | 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      | $56247.95     | 0.01%             | 2041-03-01      | Fixed         | 3.29%                 | 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      | $1136147.40   | 0.27%             | 2045-09-01      | Fixed         | 3.06%                 | 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      | $2444955.19   | 0.59%             | 2030-08-01      | Fixed         | 6.80%                 | 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      | $8936882.61   | 2.14%             | 2040-08-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group, Inc.                                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     20000 | NS      | $342600.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Experts Issuer                             | Service Experts Issuer LLC                                                                           | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245445 | PA      | $251353.86    | 0.06%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                         | SERVPRO Master Issuer LLC                                                                            | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47750 | PA      | $45063.82     | 0.01%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                            | Sierra Pacific Power Co.                                                                             | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272609.34    | 0.07%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                  | Sonic Capital LLC                                                                                    | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707250 | PA      | $617306.05    | 0.15%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                          | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991684.40    | 0.24%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co.                                                                                         | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57242.71     | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                           | Southwestern Public Service Co.                                                                      | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $760491.66    | 0.18%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                          | Spire, Inc.                                                                                          | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248071.63    | 0.06%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                     | Sprite Ltd.                                                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392989 | PA      | $384222.14    | 0.09%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                     | Stack Infrastructure Issuer LLC                                                                      | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $544497.25    | 0.13%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                         | Start Ltd.                                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    496690 | PA      | $497102.96    | 0.12%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189254.68    | 0.05%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics, Inc.                                                                                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015505.44   | 0.24%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                 | Subway Funding LLC                                                                                   | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940500 | PA      | $974335.24    | 0.23%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                 | Subway Funding LLC                                                                                   | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544500 | PA      | $542707.18    | 0.13%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $287958.15    | 0.07%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco, LP                                                                                           | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292451.49    | 0.07%             | 2030-05-01      | Fixed         | 4.62%                 | 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      | $241801.08    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                               | Swiss Re Finance Luxembourg S.A.                                                                     | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1008247.61   | 0.24%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                             | Switch ABS Issuer LLC                                                                                | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151768.32    | 0.04%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                             | Switch ABS Issuer LLC                                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $852020.54    | 0.20%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                             | Switch ABS Issuer LLC                                                                                | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494805.35    | 0.12%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                             | Symetra Life Insurance Co.                                                                           | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157582.01    | 0.04%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                     | TD SYNNEX Corp.                                                                                      | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    850000 | PA      | $902899.62    | 0.22%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                       | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1954641 | PA      | $1936440.98   | 0.46%             | 2044-12-15      | Variable      | 3.97%                 | 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      | $1004754.73   | 0.24%             | 2031-02-01      | Fixed         | 4.88%                 | 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      | $5876823.20   | 1.41%             | 2050-09-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN                     | Tennessee Housing Development Agency Revenue Bonds                                                   | CUSIP: 88046KLA2<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $500174.20    | 0.12%             | 2054-07-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN                     | Tennessee Housing Development Agency Revenue Bonds                                                   | CUSIP: 88046KNH5<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503527.50    | 0.12%             | 2054-07-01      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN                     | Tennessee Housing Development Agency Revenue Bonds                                                   | CUSIP: 88046KRU2<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |    500000 | PA      | $499508.35    | 0.12%             | 2050-07-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                              | Tennessee Valley Authority                                                                           | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4800000 | PA      | $4028865.60   | 0.97%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT OF HSG & CMNTY A                     | Texas Department of Housing & Community Affairs Revenue Bonds                                        | CUSIP: 882750K84<br>LEI: 549300J3RRLLZZN4WP77 | Long             | DBT              | MUN               | US        |    250000 | PA      | $254375.78    | 0.06%             | 2045-07-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $788267.25    | 0.19%             | 2082-10-31      | Variable      | 8.12%                 | 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        |    560000 | PA      | $561243.09    | 0.13%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                   | Triton Container International Ltd.                                                                  | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $587733.50    | 0.14%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                            | TRTX Issuer Ltd.                                                                                     | CUSIP: 897764AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    900000 | PA      | $890780.58    | 0.21%             | 2042-09-18      | Floating      | 6.01%                 | 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      | $1644448.44   | 0.39%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | 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      | $2811104.60   | 0.67%             | 2045-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                 | Sunrise FinCo I B.V.                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $668822.00    | 0.16%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                   | UWM Holdings LLC                                                                                     | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004421.18   | 0.24%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                | United Airlines, Inc.                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2188869.58   | 0.52%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                    | U.S. Treasury Notes                                                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $903235.16    | 0.22%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                              | Universal Health Services, Inc.                                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1146708.34   | 0.27%             | 2032-01-15      | Fixed         | 2.65%                 | 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      | $200308.75    | 0.05%             | 2041-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNIV OK REVENUES                                   | University of Oklahoma Revenue Bonds                                                                 | CUSIP: 91476PD70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1512888.95   | 0.36%             | 2049-07-01      | Fixed         | 5.95%                 | 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      | $4932427.00   | 1.18%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                              | VFH Parent LLC / Valor Company-Issuer, Inc.                                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419807.20    | 0.10%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp.                                                                                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1839774.38   | 0.44%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                           | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201951.20    | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780849.00    | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    350000 | NS      | $297949.55    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH CMWLT                     | Virginia Housing Development Authority Revenue Bonds                                                 | CUSIP: 92812U5G9<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1682714.74   | 0.40%             | 2049-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH CMWLT                     | Virginia Housing Development Authority Revenue Bonds                                                 | CUSIP: 92812U7L6<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011337.50   | 0.24%             | 2054-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group plc                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $872965.50    | 0.21%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                               | Wabash National Corp.                                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457670.95    | 0.11%             | 2028-10-15      | 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      | $93318.79     | 0.02%             | 2040-10-01      | Fixed         | 4.31%                 | No            |                  2 | 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        |   4220000 | PA      | $4581276.73   | 1.10%             | 2040-07-01      | Fixed         | 6.79%                 | 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      | $3572244.67   | 0.86%             | 2032-04-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| WAYNE MI ST UNIV REVENUES                          | Wayne State University Revenue Bonds                                                                 | CUSIP: 946303C44<br>LEI: 549300GWQMQVAS66E613 | Long             | DBT              | MUN               | US        |   1030000 | PA      | $791063.38    | 0.19%             | 2049-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK OT NATIONAL A                     | District of Columbia Revenue Bonds                                                                   | CUSIP: 94985XAF6<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1356888.62   | 0.33%             | 2047-09-01      | Fixed         | 6.73%                 | 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      | $11722080.00  | 2.81%             | 2040-04-01      | Fixed         | 7.65%                 | 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      | $9618269.66   | 2.30%             | 2040-11-01      | Fixed         | 8.57%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                                      | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153864.40    | 0.04%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                                      | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38218.00     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                     | Whirlpool Corp.                                                                                      | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92962.00     | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Whitehorse Ltd                                     | WhiteHorse VIII Ltd.                                                                                 | CUSIP: 96524XAA0<br>LEI: 549300GKZTMG24SVKU49 | Long             | ABS-O            | CORP              | KY        |     14488 | PA      | $4590.04      | 0.00%             | 2026-05-01      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                      | Wilton RE Ltd.                                                                                       | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   1924000 | PA      | $1906533.93   | 0.46%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                  | Xerox Corp.                                                                                          | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461383.65    | 0.11%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                                | Mirabela Nickel Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     96316 | PA      | $240.79       | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| LIBERTY GLOBAL LTD                                 | Telenet Finance Luxembourg Notes SARL                                                                | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198001.34    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BP HOLDCO LLC                                      | BP Holdco LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15619 | NS      | $12767.63     | 0.00%             |  |  |  | No            |                  3 | 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      | $1.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                        | Dyal IV Issuer A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    650000 | PA      | $603106.52    | 0.14%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| DYAL CAPITAL PARTNERS IV LP                        | Dyal IV Issuer B                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    350000 | PA      | $324749.66    | 0.08%             | 2041-02-22      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| GRIFOLS SA                                         | Grifols Escrow Issuer, S.A.U.                                                                        | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114495.38    | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                 | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $933227.25    | 0.22%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Thunderbird A                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6654340.56   | 1.59%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                 | Lightning A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6654340.56   | 1.59%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                    | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    700658 | PA      | $731767.90    | 0.18%             | 2037-11-15      | Fixed         | 6.92%                 | 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      |
| FT 1 INC                                           | Targus, Inc.                                                                                         | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     17838 | NS      | $315.61       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HV EIGHT LLC                                       | HV Eight LLC                                                                                         | CUSIP: N/A<br>LEI: 54930017K50RHBRFUJ56       | Long             | ABS-O            | CORP              | US        |   1336145 | PA      | $1547587.26   | 0.37%             | 2027-12-31      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1          | CHEST                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $471981.71    | 0.11%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC                                  | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5183 | NS      | $4378.41      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC                                  | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4791 | NS      | $4046.82      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES V ISSUER                        | Blue Owl Capital GP LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    374250 | PA      | $395277.26    | 0.09%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES V ISSUER                        | Blue Owl Capital GP LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    375750 | PA      | $396861.54    | 0.10%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| LVNV FUNDING LLC                                   | LVNV Funding LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $683200.51    | 0.16%             | 2028-11-05      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| AZ BATTERY PROPERTY LLC                            | AZ Battery Property LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    680000 | PA      | $678101.13    | 0.16%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES III                             | Dyal Capital Partners III (A), LP                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    560000 | PA      | $578123.82    | 0.14%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES III                             | Dyal Capital Partners III (B), LP                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    440000 | PA      | $454201.17    | 0.11%             | 2044-06-15      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| LVNV FUNDING LLC                                   | LVNV Funding LLC                                                                                     | CUSIP: N/A<br>LEI: 549300YMNWAZ7DKR6204       | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205713.62    | 0.05%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2538000.00   | 0.61%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    300000 | PA      | $312000.00    | 0.07%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| STOLTHAVEN HOUSTON INC                             | Stolthaven Houston, Inc.                                                                             | CUSIP: N/A<br>LEI: 549300HOCLTLXOR6FB90       | Long             | DBT              | CORP              | US        |    392000 | PA      | $400963.71    | 0.10%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| OBRA CAPITAL INC                                   | Obra Longevity                                                                                       | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $2070550.99   | 0.50%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                       | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    700000 | PA      | $816400.79    | 0.20%             | 2031-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -1056460 | PA      | $-1056460.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -233363 | PA      | $-233363.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -970776 | PA      | $-970776.00   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -604720 | PA      | $-604719.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1046041 | PA      | $-1046041.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                        | Homestead Spe Issuer LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037148.68   | 0.25%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                    | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    268999 | PA      | $278579.69    | 0.07%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2033299 | PA      | $-2033298.60  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1040945 | PA      | $-1040944.53  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -987462 | PA      | $-987462.42   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -932102 | PA      | $-932101.91   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -370464 | PA      | $-370464.49   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOANS                                 | Dogwood State Bank                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1933633 | PA      | $1950746.24   | 0.47%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -5723731 | PA      | $-5723730.71  | -1.37%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -4551082 | PA      | $-4551081.64  | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -7491794 | PA      | $-7491793.51  | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        | -10782109 | PA      | $-10782108.84 | -2.58%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3598077 | PA      | $-3598077.36  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -5698577 | PA      | $-5698576.58  | -1.37%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2144960 | PA      | $-2144959.78  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -952045 | PA      | $-952044.59   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2043058 | PA      | $-2043058.45  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -688478 | PA      | $-688477.93   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -745483 | PA      | $-745482.69   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -771029 | PA      | $-771028.69   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -399321 | PA      | $-399321.23   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                             | AP Grange Holdings LLC Deferral                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    156231 | PA      | $156231.16    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| ARMOR PARENT CORP                                  | Accuride Corp                                                                                        | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |    403435 | NS      | $40.34        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARMOR PARENT CORP                                  | Accuride Liquidating Trust                                                                           | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |        25 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -776514 | PA      | $-776513.64   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -560661 | PA      | $-560661.31   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -616214 | PA      | $-616214.20   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -198584 | PA      | $-198584.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -936476 | PA      | $-936476.24   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -569390 | PA      | $-569390.39   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                          | MidCap Funding XLVI Trust                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    950000 | PA      | $950000.00    | 0.23%             | 2028-04-15      | Variable      | 6.49%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2343277 | PA      | $-2343276.96  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE INC                                         | ALLETE, Inc.                                                                                         | CUSIP: N/A<br>LEI: 549300NNLSIMY6Z8OT86       | Long             | DBT              | CORP              | US        |    350000 | PA      | $361126.77    | 0.09%             | 2037-07-09      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                   | Terminal Investment Limited Holding                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1024686.00   | 0.25%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2554840 | PA      | $-2554839.95  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                   | Terminal Investment Limited Holding                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1024686.00   | 0.25%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -923804 | PA      | $-923803.92   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1831002 | PA      | $-1831002.28  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -877421 | PA      | $-877421.33   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1057726 | PA      | $-1057726.48  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -962232 | PA      | $-962232.13   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -972069 | PA      | $-972068.90   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -918115 | PA      | $-918114.74   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -913054 | PA      | $-913054.47   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -963064 | PA      | $-963064.01   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                     | QTS Corp.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1941748.44   | 0.47%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1248047 | PA      | $-1248046.59  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2132316 | PA      | $-2132316.47  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3734839 | PA      | $-3734839.19  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1703583 | PA      | $-1703582.81  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                  | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    375000 | NS      | $37.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                  | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1125000 | NS      | $1160466.75   | 0.28%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1406274 | PA      | $-1406273.67  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -340745 | PA      | $-340745.14   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -652506 | PA      | $-652505.94   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -811960 | PA      | $-811959.62   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -439218 | PA      | $-439218.30   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -876009 | PA      | $-876008.64   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -447356 | PA      | $-447356.35   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -546183 | PA      | $-546183.31   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -539715 | PA      | $-539715.08   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -999528 | PA      | $-999527.98   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3035112 | PA      | $-3035111.71  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBOURVEST STRUCTURED SOLUTIONS IV LP             | HarbourVest Partners LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $893443.39    | 0.21%             | 2030-09-15      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                      | Intralot Capital Luxembourg S.A.                                                                     | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $568002.24    | 0.14%             | 2031-10-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                      | Intralot Capital Luxembourg S.A.                                                                     | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    250000 | PA      | $281822.72    | 0.07%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AITX HOLDCO LLC                                    | AITX Finco LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    900000 | PA      | $902684.33    | 0.22%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                        | Uniform MBS 30 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3847902.80   | 0.92%             | 2026-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK SECONDARIES & LIQUIDITY SOLUTIONS - C LP | Project Onyx                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    266381 | PA      | $266369.69    | 0.06%             | 2030-06-15      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2656141 | PA      | $-2656141.38  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| PMH NEWCO LP                                       | Project Onyx                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1030046 | PA      | $1028745.21   | 0.25%             | 2030-06-26      | Variable      | 6.58%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -7601514 | PA      | $-7601514.49  | -1.82%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXT ALT SARL                                      | Altice France Lux 3                                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |      5658 | NS      | $102038.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BGHABW                                             | Mallinckrodt PLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 116689404 | NS      | $1.17         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INSURED LENDING 1 LTD                              | Insured Lending 1 LTD                                                                                | CUSIP: N/A<br>LEI: 875500RRX7H6NZ8RYE90       | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2088651.66   | 0.50%             | 2032-02-04      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -316142 | PA      | $-316141.63   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -4350279 | PA      | $-4350279.39  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3853535 | PA      | $-3853534.68  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1389764 | PA      | $-1389764.02  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3539720 | PA      | $-3539719.98  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3711962 | PA      | $-3711962.44  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1635620 | PA      | $-1635619.75  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1946393 | PA      | $-1946392.52  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2203627 | PA      | $-2203627.25  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2689045 | PA      | $-2689044.67  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2706845 | PA      | $-2706844.69  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -5676491 | PA      | $-5676491.14  | -1.36%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1817327 | PA      | $-1817326.70  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -7246953 | PA      | $-7246953.31  | -1.74%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1727798 | PA      | $-1727797.78  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1094126 | PA      | $-1094125.59  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -220017 | PA      | $-220017.04   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -989643 | PA      | $-989642.63   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -721724 | PA      | $-721724.02   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -777039 | PA      | $-777038.64   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1788506 | PA      | $-1788505.88  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -714136 | PA      | $-714135.51   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -620878 | PA      | $-620878.33   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -723480 | PA      | $-723480.04   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1090488 | PA      | $-1090488.12  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1097387 | PA      | $-1097386.77  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -831601 | PA      | $-831600.67   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -908740 | PA      | $-908740.10   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1306290 | PA      | $-1306290.38  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -557364 | PA      | $-557363.59   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1043577 | PA      | $-1043577.31  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2082137 | PA      | $-2082137.43  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -206207 | PA      | $-206206.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1017151 | PA      | $-1017150.92  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1348610 | PA      | $-1348610.45  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -734894 | PA      | $-734894.17   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1030533 | PA      | $-1030532.60  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -926535 | PA      | $-926535.44   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -951557 | PA      | $-951556.60   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1705534 | PA      | $-1705533.96  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -262199 | PA      | $-262198.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1015696 | PA      | $-1015695.88  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -2014832 | PA      | $-2014831.50  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -1928711 | PA      | $-1928710.60  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                            | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -870653 | PA      | $-870653.42   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -236543 | PA      | $-236542.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -187141 | PA      | $-187141.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -891865 | PA      | $-891865.34   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -713654 | PA      | $-713654.07   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1208988 | PA      | $-1208988.23  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -964903 | PA      | $-964903.05   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                              | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -4161884 | PA      | $-4161883.86  | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |     10000 | NC      | $70.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                  | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -1061000 | NC      | $-2280.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -7512000 | NC      | $30636.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    -95000 | NC      | $-759.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                        | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |  -2640000 | NC      | $-10955.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE LTD                                      | PartnerRe Ltd.                                                                                       | CUSIP: EP0597732<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |     46000 | NS      | $782000.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                      | Tegra118 Wealth Solutions, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    343653 | PA      | $339013.54    | 0.08%             | 2027-02-18      | Variable      | 7.89%                 | 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        |   1036162 | PA      | $953269.39    | 0.23%             | 2028-01-15      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                               | CCRR Parent, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    633368 | PA      | $199510.88    | 0.05%             | 2028-03-06      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                              | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    920000 | PA      | $594320.00    | 0.14%             | 2028-05-08      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| SOLERA CORP                                        | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    581091 | PA      | $549822.39    | 0.13%             | 2026-06-04      | Variable      | 7.74%                 | No            |                  3 | On Loan: No      |
| SOLERA CORP                                        | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Short            | LON              | CORP              | US        |   -386916 | PA      | $-20819.94    | -0.00%            | 2026-06-04      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| ILPEA PARENT INC                                   | ILPEA Parent, Inc.                                                                                   | CUSIP: N/A<br>LEI: 5493002IJGO6IOH86T22       | Long             | LON              | CORP              | US        |     97479 | PA      | $97174.72     | 0.02%             | 2028-06-22      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                  | Gibson Brands, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |    481250 | PA      | $435531.25    | 0.10%             | 2028-08-11      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC             | LaserAway Intermediate Holdings II LLC                                                               | CUSIP: N/A<br>LEI: 254900KPMJ49M2JTOZ92       | Long             | LON              | CORP              | US        |    765285 | PA      | $757632.11    | 0.18%             | 2027-10-14      | Variable      | 9.89%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                      | FR Refuel LLC                                                                                        | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |   1257467 | PA      | $1241748.40   | 0.30%             | 2028-11-08      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| KKR & CO INC                                       | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    563510 | PA      | $567736.23    | 0.14%             | 2028-12-14      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    192666 | PA      | $192255.09    | 0.05%             | 2028-11-22      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                        | NFM & J LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    478484 | PA      | $472412.57    | 0.11%             | 2027-11-30      | Variable      | 9.69%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                        | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    486400 | PA      | $480228.04    | 0.12%             | 2027-11-30      | Variable      | 9.67%                 | No            |                  3 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC                    | FirstDigital Communications LLC                                                                      | CUSIP: N/A<br>LEI: 549300FTXU0H08IR2D04       | Long             | LON              | CORP              | US        |   1225000 | PA      | $1205641.33   | 0.29%             | 2026-12-17      | Variable      | 8.53%                 | No            |                  3 | On Loan: No      |
| KKR & CO INC                                       | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    293970 | PA      | $296174.62    | 0.07%             | 2028-12-14      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| AUXEY BIDCO LTD                                    | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |    980000 | PA      | $924463.40    | 0.22%             | 2027-06-29      | Variable      | 10.37%                | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                     | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    268650 | PA      | $267825.69    | 0.06%             | 2032-04-22      | Variable      | 8.92%                 | No            |                  3 | On Loan: No      |
| SITECORE HOLDING II A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |    807300 | PA      | $930997.62    | 0.22%             | 2029-03-12      | Variable      | 5.76%                 | No            |                  3 | On Loan: No      |
| SITECORE HOLDING II A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |   1014356 | PA      | $1008115.80   | 0.24%             | 2029-03-12      | Variable      | 11.03%                | No            |                  3 | On Loan: No      |
| SITECORE HOLDING II A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |    110834 | PA      | $110152.56    | 0.03%             | 2029-03-12      | Variable      | 11.03%                | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    862024 | PA      | $860718.05    | 0.21%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    137661 | PA      | $136636.10    | 0.03%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -164848 | PA      | $-249.79      | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    124826 | PA      | $122968.41    | 0.03%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     10800 | PA      | $9796.86      | 0.00%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                           | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |    -49200 | PA      | $-4569.88     | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| EISNER ADVISORY GROUP                              | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    982600 | PA      | $985469.00    | 0.24%             | 2031-02-28      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    140000 | PA      | $140000.00    | 0.03%             | 2031-04-30      | Variable      | 8.73%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    472000 | PA      | $624809.71    | 0.15%             | 2031-04-30      | Variable      | 8.97%                 | No            |                  3 | On Loan: No      |
| Datix Bidco Ltd.                                   | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -140000 | PA      | $0.00         | 0.00%             | 2031-04-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |      6500 | PA      | $5859.41      | 0.00%             | 2030-10-30      | Variable      | 8.93%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Short            | LON              | CORP              | US        |   -117000 | PA      | $-11530.68    | -0.00%            | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MODENA BUYER LLC                                   | Modena Buyer LLC                                                                                     | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |    544500 | PA      | $533016.50    | 0.13%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |     16755 | PA      | $16719.01     | 0.00%             | 2028-11-22      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Short            | LON              | CORP              | US        |    -79641 | PA      | $-169.75      | -0.00%            | 2028-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC             | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    201447 | PA      | $201017.15    | 0.05%             | 2028-11-22      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| SCIENTIFIC GAMES US PARENT LP                      | Scientific Games Corp.                                                                               | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |    594000 | PA      | $582197.22    | 0.14%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                  | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |    987500 | PA      | $981895.97    | 0.24%             | 2028-11-24      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                  | Capstone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    915534 | PA      | $911521.43    | 0.22%             | 2029-11-12      | Variable      | 8.52%                 | No            |                  3 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                      | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |    374033 | PA      | $332059.09    | 0.08%             | 2031-09-24      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC             | Citadel Securities, LP                                                                               | CUSIP: N/A<br>LEI: 549300NV5RXBUS3X7L47       | Long             | LON              | CORP              | US        |    970266 | PA      | $973467.79    | 0.23%             | 2031-10-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                                | Aretec Group, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |    843625 | PA      | $845658.14    | 0.20%             | 2030-08-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                  | Pacific Bells LLC                                                                                    | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |   1033813 | PA      | $1036397.79   | 0.25%             | 2028-11-13      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                        | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |    316054 | PA      | $320662.27    | 0.08%             | 2029-12-21      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                             | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -180602 | PA      | $0.00         | 0.00%             | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| BLUE RIBBON LLC (USA)                              | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    357581 | PA      | $354004.82    | 0.08%             | 2028-05-08      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                | Recess Holdings, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    887785 | PA      | $890839.01    | 0.21%             | 2030-02-20      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                    | Michael Baker International LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    395015 | PA      | $395180.91    | 0.09%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                    | Inspired Finco Holdings, Ltd.                                                                        | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1166314.69   | 0.28%             | 2031-02-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                  | Accuride Corp.                                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |    294662 | PA      | $552075.26    | 0.13%             | 2030-03-07      | Variable      | 4.36%                 | No            |                  3 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC               | Grant Thornton Advisors LLC                                                                          | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    630000 | PA      | $630900.90    | 0.15%             | 2031-05-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC           | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    798000 | PA      | $782439.00    | 0.19%             | 2030-09-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                      | Total Webhosting Solutions BV                                                                        | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1139695.99   | 0.27%             | 2031-11-06      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP LTD                                    | Boots Group Bidco Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1006250.00   | 0.24%             | 2032-08-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HT HOLDING LLC                                     | HighTower Holding LLC                                                                                | CUSIP: N/A<br>LEI: 254900MKOSB7RTMA9K12       | Long             | LON              | CORP              | US        |    342877 | PA      | $342448.81    | 0.08%             | 2032-02-03      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                     | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -30000 | PA      | $-92.05       | -0.00%            | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                           | Savers, Inc.                                                                                         | CUSIP: N/A<br>LEI: 549300F6POVHG3ME8T95       | Long             | LON              | CORP              | US        |    225000 | PA      | $225562.50    | 0.05%             | 2032-09-13      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                          | Kroll, Inc.                                                                                          | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |   1000000 | PA      | $996211.38    | 0.24%             | 2032-09-13      | Variable      | 4.90%                 | No            |                  3 | On Loan: No      |
| Kroll, Inc.                                        | Kroll, Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -100000 | PA      | $-378.86      | -0.00%            | 2032-09-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |    580000 | PA      | $581380.40    | 0.14%             | 2032-09-24      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                | SCIL USA Holdings LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $501250.00    | 0.12%             | 2032-10-09      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                                 | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    141238 | PA      | $139355.02    | 0.03%             | 2030-10-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                                 | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    361534 | PA      | $245843.41    | 0.06%             | 2030-10-18      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| SLP ZEPHYR AGGREGATOR LP                           | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |    900000 | PA      | $1190445.18   | 0.29%             | 2028-07-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VACATION RENTAL BRANDS LLC                         | Awayday                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180556 | PA      | $178749.99    | 0.04%             | 2032-05-01      | Variable      | 9.15%                 | No            |                  3 | On Loan: No      |
| Awayday                                            | Awayday                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -469444 | PA      | $-4694.44     | -0.00%            | 2032-05-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                              | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |       260 | NC      | $65000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |      -260 | NC      | $-30875.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |       186 | NC      | $84862.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                              | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |      -186 | NC      | $-45337.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                         | CDX.NA.IG.45.V1                                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |  -8400000 | OU      | $-188945.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                         | CDX.NA.HY.45.V1                                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |  -4150000 | OU      | $-309901.25   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO