# EDGAR Filing Document

**Accession Number:** 0001380936
**File Stem:** 0000940400-26-015705
**Filing Date:** 2026-4
**Character Count:** 883445
**Document Hash:** 4cea717062fdcaf1d008d6d6c0af8de5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015705.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000940400-26-015705

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
- **CENTRAL INDEX KEY:** 0001380936

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21982
- **FILM NUMBER:** 26915350

**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:** CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
- **DATE OF NAME CHANGE:** 20090630

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore/Guggenheim Strategic Opportunities Fund
- **DATE OF NAME CHANGE:** 20070605

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore Strategic Opportunities Fund
- **DATE OF NAME CHANGE:** 20061113

## 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 Strategic Opportunities Fund

- **b. Investment Company Act file number:** 811-21982

- **c. CIK number of Registrant:** 0001380936

- **d. LEI of Registrant:** 549300ZOXRKM68J8NB63

- **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 Strategic Opportunities Fund

- **c. LEI of Series:** 549300ZOXRKM68J8NB63

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3648766196.15

**Total Liabilities:** $1263612580.01

**Net Assets:** $2385153616.14

**Delayed Delivery Securities:** $20497746.44

**Stand-by Commitments:** $581614301.13

**Cash Not Reported:** $55790827.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17475.72959350 | **1-Year:** 58256.99788070 | **5-Year:** 159972.96990600 | **10-Year:** 123388.65548470 | **30-Year:** 171031.75061390

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

- **3-Month:** 47466.12919040 | **1-Year:** 81463.25993660 | **5-Year:** 231951.44584400 | **10-Year:** 63240.01100800 | **30-Year:** 49557.19920770

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000001 | 0.72%                | 1.16%                | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-138591.18              | $4897064.11                                |
| Month 2  | $946701.96               | $9047.74                                   |
| Month 3  | $-8336390.37             | $-16981819.46                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION                                  | CBOE S&P 500 OPEN/EURO INDEX                                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-27160.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  15795000 | NC      | $220876.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                       | PLYIM 9.5 07/15/28 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 9845009F6D37C41A8572 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2229769.05   | 0.09%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1430                                                                                                                                              | CUSIP: 3132DNST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1394108 | PA      | $1377710.03   | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIONEER ACQUISITIONCO LLC                                         | PIONEER ACQUISITIONCO LL                                                                                                                               | CUSIP: 72353SAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1550000 | PA      | $1554526.00   | 0.07%             | 2032-10-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | TD Secs US                                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4093050 | PA      | $-4093050.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO HLDGS LLC/CAP CORP                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -4134422 | PA      | $-4134422.50  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                       | Renaissancere Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING 1/1000TH INTEREST IN A SHARE OF THE COMPANYS 4.20% SERIES G PREFERENCE SHARES         | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     13000 | NS      | $207480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                   | Fox Corporation CL A COM                                                                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       154 | NS      | $8676.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS NORTH AMERICA LLC                                         | HEALTH CARE SERVICE CORP MUT LLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300N8NA7HECIC6I58 | Short            | RA               | CORP              | US        | -14631853 | PA      | $-14631853.30 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                         | REG18 2021-1A ER                                                                                                                                       | CUSIP: 75884HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1819700.20   | 0.08%             | 2038-04-15      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                 | Tractor Supply Co COM                                                                                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       339 | NS      | $17573.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                                          | The Allstate Corporation COM                                                                                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4936 | NS      | $1058870.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RL DATIX 1L REV FUNDED                                            | RL DATIX 1L REV FUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $902639.75    | 0.04%             | 2030-10-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| SIGNATURE FOODS BV                                                | SIGNATURE FOODS BV                                                                                                                                     | CUSIP: 000000000<br>LEI: 724500YP4YO5Z1TKU142 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1138257.10   | 0.05%             | 2028-02-09      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                           | The J M Smucker Company COM NEW                                                                                                                        | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      9907 | NS      | $1148716.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | NIPPON LIFE INSURANCE CO                                                                                                                               | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1540483 | PA      | $-1540483.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                                          | HOMESTEAD SPE ISSUER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4713874.61   | 0.20%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Southern Co.                                                      | Southern Co. COM                                                                                                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     11371 | NS      | $1107307.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyne USA Inc                                                     | BIGSKY 4.75 05/15/29 144A                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241093.26   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                     | SONIC 2020-1A A2I                                                                                                                                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1181250 | PA      | $1171212.56   | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Atlas Mara Limited                                                | ATMALN 8 12/31/20 ATMa                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800R42RHUZR883M76 | Long             | DBT              | CORP              | VG        |    180783 | PA      | $0.18         | 0.00%             | 2020-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | Keurig Dr Pepper Inc COM                                                                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       609 | NS      | $18440.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS NORTH AMERICA LLC                                         | SP                                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300N8NA7HECIC6I58 | Short            | RA               | CORP              | US        |  -9482263 | PA      | $-9482262.68  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                                | RL DATIX CAR FACILITY 1L DDTL FUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1180000 | PA      | $1180000.00   | 0.05%             | 2031-04-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| PTC Inc                                                           | PTC Inc COM                                                                                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       102 | NS      | $15972.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                                                 | EMECLI 6.375 12/15/30 REGs                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $551598.38    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | BP CAPITAL MARKETS PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |  -4985673 | PA      | $-4985673.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                               | ARDGRP 6.875 02/15/31 REGs                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $418405.90    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                         | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5967190.29   | 0.25%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                             | GLDD 5.25 06/01/29 144A                                                                                                                                | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4487373.00   | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                           | Lululemon Athletica Inc. COM                                                                                                                           | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        96 | NS      | $17776.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN NEWCO BV                                                  | ARTISAN NEWCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |   4682773 | PA      | $5515434.11   | 0.23%             | 2032-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    431000 | PA      | $436853.84    | 0.02%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | ARDAGH METAL PACKAGING                                                                                                                                 | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |  -1656598 | PA      | $-1656598.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                                     | RL DATIX 1L TL FACILITY B GBP                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3920000 | PA      | $5281808.00   | 0.22%             | 2031-04-30      | Floating      | 9.46%                 | No            |                  3 | On Loan: No      |
| AES Corp.                                                         | AES Corp. COM                                                                                                                                          | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     64429 | NS      | $1113333.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                          | Crowdstrike Holdings Inc CL A                                                                                                                          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        35 | NS      | $13019.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                           | CHTR 4.5 09/15/42                                                                                                                                      | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    620000 | PA      | $488940.22    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                     | CTNOPM L 04/01/32 10                                                                                                                                   | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    772727 | PA      | $737954.55    | 0.03%             | 2032-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                      | United Airlines Holdings Inc COM                                                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       167 | NS      | $17752.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                        | OKE 6.5 09/01/30 144A                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2806541.56   | 0.12%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                             | Deckers Outdoor Corp. COM                                                                                                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       178 | NS      | $20874.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 41 Senior Loan Fund LLC                                    | DRSLF 2015-41A SUB                                                                                                                                     | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $5600.88      | 0.00%             | 2031-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                          | Comfort Systems USA Inc. COM                                                                                                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        18 | NS      | $25728.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISMA AS 1L TLB3 EUR                                              | VISMA AS 1L TLB3 EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |    500000 | PA      | $584842.50    | 0.02%             | 2028-12-05      | Floating      | 6.03%                 | No            |                  3 | On Loan: No      |
| Teamsystem S.p.A                                                  | TITANL 3.5 02/15/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1700000 | PA      | $1965201.21   | 0.08%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                           | ZIGGO 5 01/15/32 144a                                                                                                                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   6850000 | PA      | $6087489.51   | 0.26%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | Wabtec Corp COM                                                                                                                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        83 | NS      | $21907.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Corporation                                     | OMF 4 09/15/30                                                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2030986.10   | 0.09%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                         | TD V8.125 10/31/82                                                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2850000 | PA      | $2981872.35   | 0.13%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                                        | Wesco Group Term Loan B 300 2031-09-02                                                                                                                 | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2474004.75   | 0.10%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                        | ACACN 5.25 04/01/29 144A                                                                                                                               | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |   2277429 | PA      | $2333346.53   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | GARDEN SPINCO CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1992375 | PA      | $-1992375.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLORE INC - SYNDICATED LNS                                       | XPLORE INC - SYNDICATED LNS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     61305 | NS      | $67422.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOAN                                                 | DOGWOOD TERM LOAN                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9208553 | PA      | $9311102.95   | 0.39%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| 1011778 B.C. ULC                                                  | BCULC 3.875 01/15/28 144A                                                                                                                              | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $839263.99    | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corporation COMMON STOCK                                                                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       681 | NS      | $21485.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE STRATEGIC CAP HLDNG II                                 | BLACKSTONE STRATEGIC CAP HLDNG II                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9850000 | PA      | $9850000.00   | 0.41%             | 2033-12-31      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                        | ACA 4.375 04/15/29 144A                                                                                                                                | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344731.30    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                   | Deere & Company COM                                                                                                                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        38 | NS      | $23928.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | LINDBLAD EXPEDITIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2037344 | PA      | $-2037343.75  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                       | The Progressive Corporation COM                                                                                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      5038 | NS      | $1076419.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | GEE AUTOMOTIVE HOLDINGS LLC                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1814906 | PA      | $-1814906.25  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                          | ALLWYN ENTERTAINMENT FIN                                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |   4350000 | PA      | $5136544.08   | 0.22%             | 2032-03-30      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                 | McCormick & Company, Incorporated COM NON VTG                                                                                                          | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       279 | NS      | $19820.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Cap Llc                                                     | SONIC 2020-1A A2II                                                                                                                                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    756000 | PA      | $739354.17    | 0.03%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| HealthChannels                                                    | HealthChannels Term Loan B 450 2025-03-04                                                                                                              | CUSIP: 81104BAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2491453 | PA      | $996581.31    | 0.04%             | 2026-04-03      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. COM                                                                                                                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        58 | NS      | $17417.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                         | CROX 4.125 08/15/31 144A                                                                                                                               | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1515309.74   | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| W.w. Grainger Inc.                                                | W.w. Grainger Inc. COM                                                                                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |        18 | NS      | $20605.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                          | NIDDA HEALTHCARE HOLDING                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   5900000 | PA      | $6986534.41   | 0.29%             | 2032-12-09      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1636969.14   | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | Amgen Inc. COM                                                                                                                                         | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        57 | NS      | $22125.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                                | Brown-Forman Corp. CL B                                                                                                                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       592 | NS      | $17085.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                     | VVV 3.625 06/15/31 144A                                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    760000 | PA      | $705836.47    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | Zoetis Inc. CL A                                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       151 | NS      | $19796.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                 | CSCHLD 11.25 05/15/28 144A                                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2178743.52   | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| American National Group Inc.                                      | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5205851.70   | 0.22%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                               | CMP 6.75 12/01/27 144A                                                                                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    766000 | PA      | $766743.02    | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                           | SAZKAG 7.875 04/30/29 144A                                                                                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   3353000 | PA      | $3482945.24   | 0.15%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                    | OWENS-BROCKWAY                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3050000 | PA      | $3050000.00   | 0.13%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                                   | Tripadvisor Inc Term Loan B 275 2031-06-19                                                                                                             | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   6210000 | PA      | $5614895.70   | 0.24%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | Becton, Dickinson and Company COM                                                                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        91 | NS      | $16059.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                                | STT V6.45 PERP                                                                                                                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1462137.60   | 0.06%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATING LLC                                    | TRGOLP 6.125 03/01/26 144A                                                                                                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1449000.00   | 0.06%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                        | Biogen Inc COM                                                                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       101 | NS      | $19373.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce (Ceridian HCM)                                           | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4250000 | PA      | $3906982.50   | 0.16%             | 2033-02-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Crocs Inc                                                         | CROX 4.25 03/15/29 144A                                                                                                                                | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   3238000 | PA      | $3154935.91   | 0.13%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                   | Seagate Technology Holdings PLC ORD SHS                                                                                                                | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        60 | NS      | $24470.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTECT BIDCO GMBH                                                | PROTECT BIDCO GMBH                                                                                                                                     | CUSIP: 000000000<br>LEI: 3912005K0N1E3O116T15 | Long             | LON              | CORP              | DE        |   3200000 | PA      | $3792633.90   | 0.16%             | 2032-12-03      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | XEROX CORPORATION                                                                                                                                      | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -786712 | PA      | $-786712.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | COREBRIDGE FINANCIAL INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -5679400 | PA      | $-5679400.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                       | NAVCOR 8.5 03/15/30 144A                                                                                                                               | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2126975.31   | 0.09%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KERRIDGE GBP 1L TLB CL                                            | KERRIDGE GBP 1L TLB CL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3800000 | PA      | $5120120.00   | 0.21%             | 2030-09-07      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| KERRIDGE GBP 1L DDTL CL FUNDED                                    | KERRIDGE GBP 1L DDTL CL FUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2500000 | PA      | $3368500.00   | 0.14%             | 2030-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Financial Corporation                                     | OMF 3.875 09/15/28                                                                                                                                     | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $774103.28    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                          | GIBRALTAR INDUSTRIES INC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1015385 | PA      | $1015384.62   | 0.04%             | 2033-02-02      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                               | Abbott Laboratories COM                                                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       147 | NS      | $17103.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                          | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1174611.85   | 0.05%             | 2031-12-09      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                         | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        46 | NS      | $23371.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tk Elevator Midco GmbH                                            | THYELE 4.375 07/15/27 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118255.86    | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                       | Kenvue Inc. COM                                                                                                                                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1036 | NS      | $19808.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                                  | GMT 4 06/30/30                                                                                                                                         | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556333.56    | 0.02%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 6.1 04/01/64                                                                                                                                       | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2052303.36   | 0.09%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                | NextEra Energy Inc COM                                                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       221 | NS      | $20723.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC                                             | JACKSON FINANCIAL INC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800WXW2KG1N4CO374 | Short            | RA               | CORP              | US        |  -1666500 | PA      | $-1666500.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | ORACLE CORPORATION                                                                                                                                     | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |  -1126500 | PA      | $-1126500.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                             | MODULA 4.75 11/30/28 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1773651.72   | 0.07%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                              | WSTOP 2020-1A A2                                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98500 | PA      | $95838.59     | 0.00%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                                   | MORAN FOODS LLC                                                                                                                                        | CUSIP: 61647DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353741 | PA      | $9341.26      | 0.00%             | 2026-06-30      | Floating      | 10.94%                | No            |                  3 | On Loan: No      |
| W.R. Berkley Corporation                                          | W.R. Berkley Corporation 4.25% SUBORDINATED DEBENTURES DUE SEPTEMBER 30, 2060                                                                          | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     36800 | NS      | $648416.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SLV A 2026-03-20 PUT 70                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      2392 | NC      | $318136.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                                  | GALAXY BIDCO LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |   1800000 | PA      | $2132016.75   | 0.09%             | 2029-12-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.55% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     49000 | NS      | $957460.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 B.C. ULC                                                  | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $696222.43    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                     | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784466.25    | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | ALLIANZ SE                                                                                                                                             | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |  -5199984 | PA      | $-5199984.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| PartnerRe Ltd.                                                    | PartnerRe Ltd. 4.875% FXD RTE NON CUM RED PFD SHS SR J                                                                                                 | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |    128000 | NS      | $2199040.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                    | Morgan Stanley COM NEW                                                                                                                                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       100 | NS      | $16651.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                          | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    500000 | PA      | $500210.00    | 0.02%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                         | Tesla Inc COM                                                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        40 | NS      | $16100.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                     | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       178 | NS      | $17383.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions LLC                                          | LIND 7 09/15/30 144A                                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2596364.10   | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                     | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1887910.89   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                      | Stanley Black & Decker, Inc. COM                                                                                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     11587 | NS      | $1002159.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.              | BOOTFN 5.375 08/31/32 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2706015.28   | 0.11%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                                           | FR REFUEL LLC 1L TLB CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7656643 | PA      | $7560935.18   | 0.32%             | 2028-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | NCL CORPORATION LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |  -1628184 | PA      | $-1628183.58  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                                          | Willis Towers Watson Public Limited Company COM USD0.000304635                                                                                         | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        57 | NS      | $17394.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLNG Liquefaction 2 LLC                                           | FLIQII 4.125 03/31/38 144A                                                                                                                             | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |    208808 | PA      | $201712.16    | 0.01%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                 | American International Group Inc. COM NEW                                                                                                              | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13187 | NS      | $1061421.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                               | Leidos Holdings Inc COM                                                                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        95 | NS      | $16634.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                             | Jacobs Solutions Inc. COM                                                                                                                              | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |       133 | NS      | $18335.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                   | Microsoft Corp. COM                                                                                                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        38 | NS      | $14924.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                         | Federal Agricultural Mortgage Corporation 5.750% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                              | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |     80821 | NS      | $1792658.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                                          | W.R. Berkley Corporation 4.125% SUBORDINATED DEBENTURES DUE MARCH 30, 2061                                                                             | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    126000 | NS      | $2157120.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                                   | GE Vernova Inc. COM                                                                                                                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        25 | NS      | $21840.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                 | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES AA  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    148000 | NS      | $2886000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 6.2 03/15/40                                                                                                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2188771.20   | 0.09%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                 | First Republic Bank San Francisco DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIRST REPUBLIC BANK 4.125% NONCUMULATIVE PERPET | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     84800 | NS      | $16.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                                            | Centerpoint Energy Inc COM                                                                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       480 | NS      | $20880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                         | Block Inc CL A                                                                                                                                         | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       283 | NS      | $18027.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | W R GRACE HOLDINGS LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1759875 | PA      | $-1759875.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Darktrace                                                         | Darktrace First-lien Term Loan 325 2031-06-12                                                                                                          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5141050 | PA      | $4871145.11   | 0.20%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                     | Citrin Cooperman Term Loan B 300 2032-02-23                                                                                                            | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |   4431605 | PA      | $4232182.97   | 0.18%             | 2032-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4216760.89   | 0.18%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ProAmpac                                                          | ProAmpac Term Loan B 400 2028-09-01                                                                                                                    | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   5330331 | PA      | $5250375.61   | 0.22%             | 2028-09-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2          | MSRM 2026-NQM2 B2                                                                                                                                      | CUSIP: 617949AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1235380.61   | 0.05%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                  | HES 5.6 02/15/41                                                                                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1630579.94   | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | PRUDENTIAL FINANCIAL INC                                                                                                                               | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -672875 | PA      | $-672875.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fort Benning Familyily Communitys Llc                             | BENFAM 6.09 01/15/51 144A                                                                                                                              | CUSIP: 346845AG5<br>LEI: 254900O8GC3CHW0PH218 | Long             | DBT              | CORP              | US        |    663970 | PA      | $613826.07    | 0.03%             | 2051-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                  | HES 6 01/15/40                                                                                                                                         | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1095882.55   | 0.05%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                       | Moderna Inc COM                                                                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       619 | NS      | $33159.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW UTAR DUTCH BIDCO                                              | NEW UTAR DUTCH BIDCO                                                                                                                                   | CUSIP: 000000000<br>LEI: 7245002ROX1TJYP9YA60 | Long             | LON              | CORP              | NL        |   1950000 | PA      | $2319776.00   | 0.10%             | 2032-06-28      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                        | Hasbro Inc COM                                                                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     10270 | NS      | $1022789.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                 | Johnson & Johnson COM                                                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        87 | NS      | $21613.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2133                                                                                                                                              | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3145892 | PA      | $3094866.72   | 0.13%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Osaic                                                             | Osaic Term Loan B 250 2032-08-01                                                                                                                       | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    800000 | PA      | $773248.00    | 0.03%             | 2032-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | PENNYMAC FINANCIAL SERVICES INC                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2159062 | PA      | $-2159062.50  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                             | LTMCIM 4.875 01/31/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |   2550000 | PA      | $3111023.48   | 0.13%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2          | MSRM 2026-NQM2 B1                                                                                                                                      | CUSIP: 617949AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251921.68   | 0.05%             | 2071-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                  | INTMAT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $7820588.69   | 0.33%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | American Electric Power Co, Inc. COM                                                                                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      8096 | NS      | $1083406.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                      | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   2650000 | PA      | $2696083.50   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                               | ADVGRO 6.75 08/01/32 144A                                                                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160488.00   | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | United Parcel Service, Inc. CL B                                                                                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9061 | NS      | $1050713.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                                 | ENGINEERED MACHINERY HOL                                                                                                                               | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   3743215 | PA      | $3752573.03   | 0.16%             | 2032-11-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1847938.27   | 0.08%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                            | NSUS 5.625 04/28/27                                                                                                                                    | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201914.80    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit 2027 Term Fund                        | Blackstone Strategic Credit 2027 Term Fund COM SHS BEN IN                                                                                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |    186741 | NS      | $2113908.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S                                                         | BID 7.375 10/15/27 144A                                                                                                                                | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   3399000 | PA      | $3378286.46   | 0.14%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 4.95 05/19/50                                                                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $4038215.07   | 0.17%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                      | AREIT 2025-CRE10 B                                                                                                                                     | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1298243.05   | 0.05%             | 2030-01-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 7 11/15/27                                                                                                                                         | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2082184.00   | 0.09%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | JANE STREET GROUP LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4482812 | PA      | $-4482812.50  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                       | Pinnacle West Capital Corp. COM                                                                                                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     10642 | NS      | $1067392.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AP GRANGE HOLDINGS                                                | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1248000.00   | 0.05%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     60600 | NS      | $1536816.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Vehicle Group LLC                                        | VLCYVG 8 06/01/29 144A                                                                                                                                 | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $350847.02    | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | Dominion Energy Inc COM                                                                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     16014 | NS      | $1011123.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.625% NON-CUMULATIVE PREFERRED STOCK, | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     24000 | NS      | $478320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ROCKET MORTGAGE LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2945040 | PA      | $-2945040.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Spdr S&p 500 Etf Trust                               | State Street Spdr S&p 500 Etf Trust TR UNIT                                                                                                            | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |      2119 | NS      | $1453612.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                                          | DAR 6 06/15/30 144A                                                                                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253190.00    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                 | The Campbells Co. COM                                                                                                                                  | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       636 | NS      | $17140.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKERS TOPCO LLC CLASS A UNITS                                  | CHECKERS TOPCO LLC CLASS A UNITS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84343 | NS      | $335685.14    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | UPC BROADBAND FINCO BV                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |  -3024161 | PA      | $-3024161.25  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                                        | ENCORE CAPITAL GROUP INC.                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Short            | RA               | CORP              | US        |  -5692500 | PA      | $-5692500.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                  | TITANL F 07/31/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1115028.47   | 0.05%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                               | CMP 8 07/01/30 144A                                                                                                                                    | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4847954.75   | 0.20%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                      | Honeywell International Inc. COM                                                                                                                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        94 | NS      | $22897.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                       | AvalonBay Communities, Inc. COM                                                                                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       102 | NS      | $18077.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | HUNT COS INC                                                                                                                                           | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -6281062 | PA      | $-6281062.50  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BOWTIE GERMANY BIDCO GMB                                          | BOWTIE GERMANY BIDCO GMB                                                                                                                               | CUSIP: 000000000<br>LEI: 254900F23Z2F8RRW1Q10 | Long             | LON              | CORP              | DE        |   4200000 | PA      | $4966418.71   | 0.21%             | 2031-08-01      | Floating      | 6.03%                 | No            |                  3 | On Loan: No      |
| Iron Mountain Inc.                                                | Iron Mountain Inc. COM                                                                                                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       209 | NS      | $22640.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC                                                                                                                                              | CUSIP: 000000000<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | RA               | CORP              | US        |   -906775 | PA      | $-906775.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                     | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6069000 | PA      | $5420330.59   | 0.23%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                        | Baxter International, Inc. COM                                                                                                                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       980 | NS      | $19962.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                       | Warner Bros. Discovery Inc. COM SER A                                                                                                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       609 | NS      | $17155.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | PENN NATIONAL GAMING                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3857562 | PA      | $-3857562.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ZUORA INC                                                         | ZODIAC PURCHASER LLC                                                                                                                                   | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |   5992955 | PA      | $5378676.96   | 0.23%             | 2032-02-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                         | BTCLIC 5.125 12/10/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $601982.87    | 0.03%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                             | JXN 4 11/23/51                                                                                                                                         | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $1707337.68   | 0.07%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TR 2022-AFC2                                                | PRKCM 2022-AFC2 A3                                                                                                                                     | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    834023 | PA      | $835981.79    | 0.04%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                                               | Fortive Corporation COM                                                                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       328 | NS      | $19417.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                      | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2561000 | PA      | $2383343.43   | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                               | Entergy Corporation COM                                                                                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       193 | NS      | $20672.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER CONSUMER HEALTH S                                          | COOPER CONSUMER HEALTH S                                                                                                                               | CUSIP: 000000000<br>LEI: 969500PBV3M3GSI8NZ84 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1144753.46   | 0.05%             | 2028-11-02      | Floating      | 6.29%                 | No            |                  3 | On Loan: No      |
| Cisco Systems, Inc.                                               | Cisco Systems, Inc. COM                                                                                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       224 | NS      | $17799.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINCO UTILITAS BV                                                 | FINCO UTILITAS BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |   2600000 | PA      | $3070609.80   | 0.13%             | 2030-09-27      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                     | SP 0 11/15/44                                                                                                                                          | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $2096780.75   | 0.09%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | Alexandria Real Estate Equities, Inc. COM                                                                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       383 | NS      | $20697.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                        | DRSLF 2015-37A SUB                                                                                                                                     | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1914.47      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB6862                                                                                                                                              | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4912020 | PA      | $4958256.58   | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | CORP_IG                                                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1507375 | PA      | $-1507375.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | BRUNDAGE-BONE CONCRETE PUMPING                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4751250 | PA      | $-4751250.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                        | Dollar General Corporation COM                                                                                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       143 | NS      | $22342.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwood Financing PLC                                            | ARWLN 7.625 12/15/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1999456.23   | 0.08%             | 2029-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3028481.34   | 0.13%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                      | Target Corp. COM                                                                                                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       190 | NS      | $21620.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                 | HLT 3.625 02/15/32 144A                                                                                                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1257845.01   | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance Inc.                                             | EAF 4.625 12/23/29 144A                                                                                                                                | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $1387100.00   | 0.06%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-998662.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SunSource Holdings                                                | STS OPERATING INC                                                                                                                                      | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   5630000 | PA      | $5620147.50   | 0.24%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                    | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1873476.00   | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                             | Dupont De Nemours Inc COM                                                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     20760 | NS      | $1038830.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AP GRANGE HOLDINGS                                                | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  11000000 | PA      | $11577500.00  | 0.49%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| BCP V Modular Services Finance II PLC                             | MODULA 6.125 11/30/28 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   4250000 | PA      | $5518202.55   | 0.23%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                                               | Insulet Corporation COM                                                                                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        61 | NS      | $15043.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                      | Oracle Corp. COM                                                                                                                                       | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        80 | NS      | $11632.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nustar Logistics, L.P.                                            | NSUS 6 06/01/26                                                                                                                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125020.13    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | REP CORP_IG                                                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -1936325 | PA      | $-1936325.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | Merck & Co., Inc COM                                                                                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       184 | NS      | $22782.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | KAISER ALUMINUM CORPO                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3862706 | PA      | $-3862706.25  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2099922.00   | 0.09%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | WABASH NATIONAL CORPORATION                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |  -4096875 | PA      | $-4096875.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                 | IGT HOLDING IV AB                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   2000000 | PA      | $1945000.00   | 0.08%             | 2031-09-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1                | AASET 2020-1A B                                                                                                                                        | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361010 | PA      | $359233.11    | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| APPLEGREEN FINANCE IRELA                                          | APPLEGREEN FINANCE IRELA                                                                                                                               | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |   4800000 | PA      | $5712316.20   | 0.24%             | 2032-01-27      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                       | Trimble Inc COM                                                                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       218 | NS      | $14577.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARS UK BIDCO LTD                                                | STARS UK BIDCO LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900895YN5QBKUD625 | Long             | LON              | CORP              | GB        |   1900000 | PA      | $2258880.31   | 0.09%             | 2029-08-10      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                              | WEYERHAEUSER COMPANY                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1172875 | PA      | $-1172875.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORPORATION                                                                                                                                     | CUSIP: 000000000<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | RA               | CORP              | US        |   -634688 | PA      | $-634687.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES COMMON UNITS                                   | EXIDE TECHNOLOGIES COMMON UNITS                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342 | NS      | $295028.01    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                                | Norwegian Cruise Line Holdings Ltd COM USD0.001                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       930 | NS      | $23054.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1          | MSRM 2025-NQM10 B3                                                                                                                                     | CUSIP: 617955AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757800 | PA      | $735054.78    | 0.03%             | 2070-11-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                  | ARETEC GROUP INC                                                                                                                                       | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   7582655 | PA      | $7308845.14   | 0.31%             | 2030-08-09      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | SK INVICTUS INTERMEDI                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -4385696 | PA      | $-4385696.25  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | Boeing Co. COM                                                                                                                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        90 | NS      | $20477.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | PERRIGO FINANCE UNLIMITED CO                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |  -3786600 | PA      | $-3786600.00  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4563                                                                                                                                              | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1801804 | PA      | $1822123.55   | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                           | Berkshire Hathaway Inc. CL B NEW                                                                                                                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        37 | NS      | $18683.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | ROYALTY PHARMA PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Short            | RA               | CORP              | US        |  -1392195 | PA      | $-1392195.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                           | AGKLN 5.375 05/21/30 REGs                                                                                                                              | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122774.87    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                              | Amphenol Corporation CL A                                                                                                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       130 | NS      | $18987.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                                   | CLIFFWATER LLC 1L REV CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640000 | PA      | $595184.75    | 0.02%             | 2032-03-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | QUICKEN LOANS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -564094 | PA      | $-564093.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corporation                                               | Danaher Corporation COM                                                                                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        78 | NS      | $16429.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mavis Tire Express                                                | Mavis Tire Express Term Loan B 300 2028-05-01                                                                                                          | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   2651825 | PA      | $2644665.27   | 0.11%             | 2028-05-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                     | OMF 6.75 09/15/33                                                                                                                                      | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2183528.29   | 0.09%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                           | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    420000 | PA      | $413964.60    | 0.02%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | STANDARD INDUSTRIES INC                                                                                                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -5437500 | PA      | $-5437500.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYARD PARK CLO LTD                                               | BYRDPK 2025-1A SUB                                                                                                                                     | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $571450.00    | 0.02%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                                  | CML - FONTAINEBLEAU VEGAS FUNDED                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6825000.00   | 0.29%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.20% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     40000 | NS      | $743200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | KENNEDY-WILSON INC                                                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |  -3327750 | PA      | $-3327750.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Alterra Mountain Co (Intrawest)                                   | Alterra Mountain Co (Intrawest) Term Loan B-8 250 2028-08-01                                                                                           | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    460830 | PA      | $460447.15    | 0.02%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                               | NATMUT 6.75 05/15/37                                                                                                                                   | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4678591.85   | 0.20%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                          | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    525000 | PA      | $458269.31    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                  | ALLOHE 5.625 02/15/33 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |   1425000 | PA      | $1680059.77   | 0.07%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RAINBOW UK BIDCO LTD                                              | Rainbow UK Bidco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3000000 | PA      | $4046242.20   | 0.17%             | 2029-02-01      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                      | BBCP 7.5 02/01/32 144A                                                                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5704537.22   | 0.24%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                            | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                                                                                                | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |    516879 | PA      | $516879.04    | 0.02%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                           | Arch Capital Group Ltd. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.550% NON-CUMULATIVE PREFERRED SHARES, SER | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     38000 | NS      | $668800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                                        | Steris PLC ORD USD0.001                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        69 | NS      | $17412.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                      | Charter Communications, Inc. CL A                                                                                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        84 | NS      | $19708.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                        | Avery Dennison Corporation COM                                                                                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       102 | NS      | $20027.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                     | SP 0 05/15/44                                                                                                                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $2154678.52   | 0.09%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                        | ENTAIN PLC                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |   1663043 | PA      | $1976026.77   | 0.08%             | 2028-06-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                      | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                                                               | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   3821197 | PA      | $3735220.19   | 0.16%             | 2031-02-18      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| Cerved Group S.p.A.                                               | CERVIM F 02/15/29 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $203021.27    | 0.01%             | 2029-02-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| EAGLE BIDCO LTD                                                   | EAGLE BIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |   2000000 | PA      | $2366639.02   | 0.10%             | 2032-02-27      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                 | Dover Corporation COM                                                                                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        92 | NS      | $20746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | TWILIO INC                                                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -979875 | PA      | $-979875.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD                                     | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | BM        |   1946871 | PA      | $1958430.69   | 0.08%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                  | INLOT 6.75 10/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   1750000 | PA      | $2035912.31   | 0.09%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                           | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   3150000 | PA      | $3104734.50   | 0.13%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc.                                             | Generac Holdings Inc. COM                                                                                                                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       108 | NS      | $24339.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Midocean Credit Clo XXI                                           | MIDO 2025-21A SUB                                                                                                                                      | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $788300.00    | 0.03%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ameritex Holdco Inter LLC                                         | AMEPIP 7.625 08/15/33 144A                                                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4449847.75   | 0.19%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| At&T Mobility II LLC                                              | At&T Mobility II LLC 6.8% PFD INT SER B                                                                                                                | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10000 | NS      | $10256591.62  | 0.43%             |  |  |  | No            |                  3 | On Loan: No      |
| Electronic Arts Inc.                                              | Electronic Arts Inc. COM                                                                                                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        88 | NS      | $17650.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grant Thornton                                                    | Grant Thornton Term Loan B 275 2031-06-01                                                                                                              | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   5042375 | PA      | $4667776.96   | 0.20%             | 2031-06-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | TD Secs US                                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -419449 | PA      | $-419448.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackfin Pipeline                                                 | Blackfin Pipeline Term Loan B 300 2032-09-21                                                                                                           | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   3092250 | PA      | $3104804.54   | 0.13%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                                              | EVERGREEN ACQCO 1 LP                                                                                                                                   | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |   5353333 | PA      | $5351673.80   | 0.22%             | 2032-09-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                        | Nike, Inc. CL B                                                                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       272 | NS      | $16912.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                                           | CSV 4.25 05/15/29 144A                                                                                                                                 | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1496320.33   | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Lottery                                          | Scientific Games Lottery Term Loan B 300 2029-04-01                                                                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   6368571 | PA      | $6235913.46   | 0.26%             | 2029-04-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | TIBCO SOFTWARE INC                                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -4075594 | PA      | $-4075593.75  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                              | DS ADMIRAL BIDCO LLC                                                                                                                                   | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   4635704 | PA      | $4212695.66   | 0.18%             | 2031-06-26      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LIII Ltd / LLC                               | MDPK 2022-53A E                                                                                                                                        | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18500000 | PA      | $17853767.25  | 0.75%             | 2035-04-23      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Sweetwater Sound                                                  | Sweetwater Sound Term Loan B 475 2028-07-20                                                                                                            | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   1553083 | PA      | $1555024.26   | 0.07%             | 2028-08-07      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| FS RIALTO LLC 2025-FL10                                           | FSRIA 2025-FL10 C                                                                                                                                      | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2997448.20   | 0.13%             | 2042-08-19      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                        | Airbnb Inc COM CL A                                                                                                                                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       141 | NS      | $19050.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                                           | IMAGEFIRST HOLDINGS LLC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2019925 | PA      | $2009825.19   | 0.08%             | 2032-03-12      | Floating      | 6.65%                 | No            |                  3 | On Loan: No      |
| KeyCorp                                                           | KeyCorp COM                                                                                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     48315 | NS      | $1002053.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                            | Waste Management, Inc. COM                                                                                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        86 | NS      | $20712.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                     | SP 0 02/15/46                                                                                                                                          | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5060000 | PA      | $1975161.74   | 0.08%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS NORTH AMERICA LLC                                         | FR                                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300N8NA7HECIC6I58 | Short            | RA               | CORP              | US        | -52399344 | PA      | $-52399344.46 | -2.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                                                                                                                              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16300000 | PA      | $16549236.78  | 0.69%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                              | United Rentals, Inc. COM                                                                                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        22 | NS      | $18480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods Llc                                                   | MORFOD L 12/31/26 6                                                                                                                                    | CUSIP: 61647DAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    755309 | PA      | $122450.00    | 0.01%             | 2026-06-30      | Floating      | 10.94%                | No            |                  3 | On Loan: No      |
| Ralliant Corp.                                                    | Ralliant Corp. COM                                                                                                                                     | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |         1 | NS      | $45.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE BORROWER INC                                             | CAPSTONE BORROWER INC                                                                                                                                  | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    100000 | PA      | $88583.00     | 0.00%             | 2030-06-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                 | Hershey Co. (The) COM                                                                                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       100 | NS      | $23628.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIGROUP AB                                                      | OPTIGROUP AB                                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005IJ4CIJDVE9E09 | Long             | LON              | CORP              | SE        |   1600000 | PA      | $1772250.00   | 0.07%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                                        | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |    316195 | PA      | $284575.44    | 0.01%             | 2029-10-24      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                  | Gallagher Aj &Co COM                                                                                                                                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        75 | NS      | $17115.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-1                                      | YAK BLOCKER 2 LLC SERIES C-1                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34136 | NS      | $30080.59     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amazon.com, Inc.                                                  | Amazon.com, Inc. COM                                                                                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        78 | NS      | $16380.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UnitedHealth Group Inc. COM                                                                                                                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        55 | NS      | $16129.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation                              | FAF 4 05/15/30                                                                                                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1691120.15   | 0.07%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                   | TRUEPT 7.75 07/15/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    275000 | PA      | $377035.93    | 0.02%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3783                                                                                                                                              | CUSIP: 3140QPFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2409287 | PA      | $2364241.27   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Global SA                                                   | Bunge Global SA COM SHS                                                                                                                                | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       197 | NS      | $23768.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                  | PG&E Corporation COM                                                                                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     58234 | NS      | $1106446.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                            | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5650000 | PA      | $5631254.43   | 0.24%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | Howmet Aerospace Inc COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        93 | NS      | $24415.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                           | Republic Services, Inc. COM                                                                                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        87 | NS      | $19923.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ONEMAIN FINANCE CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1341000 | PA      | $-1341000.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| 3M Company                                                        | 3M Company COM                                                                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       109 | NS      | $18019.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                            | Verisk Analytics, Inc. COM                                                                                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        84 | NS      | $17435.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -10090625 | NC      | $-20423.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SP TOUCHDOWN HOLDINGS LP USD                                      | SP TOUCHDOWN HOLDINGS LP USD                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8250000.00   | 0.35%             | 2029-10-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                         | SUN 4.5 10/01/29 144A                                                                                                                                  | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1277254.60   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                        | Northern Trust Corporation COM                                                                                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       131 | NS      | $18744.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands                                           | Topgolf Callaway Brands Term Loan B 300 2030-03-01                                                                                                     | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |     36778 | PA      | $36915.49     | 0.00%             | 2030-03-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | US FOODS INC                                                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1689375 | PA      | $-1689375.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                          | Simon Property Group Inc COM                                                                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      5200 | NS      | $1060020.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                          | BETCLIC EVEREST GROUP SA                                                                                                                               | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   3150000 | PA      | $3699059.69   | 0.16%             | 2031-12-09      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS1834                                                                                                                                              | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1393491 | PA      | $1360882.53   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                     | Entain 08/01/2032                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    900000 | PA      | $895644.00    | 0.04%             | 2032-07-30      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ADMIRAL BIDCO GMBH                                                | ADMIRAL BIDCO GMBH                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |   1900000 | PA      | $2244154.10   | 0.09%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENT)1L TL CL USD                                | AWAYDAY(VACATION RENT)1L TL CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989209 | PA      | $979874.13    | 0.04%             | 2032-05-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                         | Lennox International Inc. COM                                                                                                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        36 | NS      | $20517.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                                      | KALU 4.5 06/01/31 144A                                                                                                                                 | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4696830.85   | 0.20%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                            | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1059486.13   | 0.04%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                       | XRX 10.25 10/15/30 144A                                                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1184400.00   | 0.05%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Wamu Asset-Backed                                                 | WMHE 2007-HE2 2A2                                                                                                                                      | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253112 | PA      | $456018.18    | 0.02%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                                    | American Financial Group, Inc. 4.50% SUBORDINATED DEBENTURES DUE ON SEPTEMBER 15, 2060                                                                 | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    100000 | NS      | $1714000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                   | LYV 6.5 05/15/27 144A                                                                                                                                  | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3365879.00   | 0.14%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                       | CLAST 2018-1 A                                                                                                                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458382 | PA      | $456095.09    | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1                | AASET 2020-1A A                                                                                                                                        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668591 | PA      | $664049.83    | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                            | Southwest Airlines Co. COM                                                                                                                             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       451 | NS      | $22216.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.125% NON-CUMULATIVE PREFER | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     26000 | NS      | $453440.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Planview                                                          | Planview First-lien Term Loan 350 2027-12-01                                                                                                           | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   2498309 | PA      | $1958399.30   | 0.08%             | 2027-12-17      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | Citigroup Inc. COM NEW                                                                                                                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       162 | NS      | $17850.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                                  | PT INTERMEDIATE HOLDINGS III LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55560 | PA      | $55142.81     | 0.00%             | 2030-04-09      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| PT (PARTS TOWN) 1L TL CL                                          | PT (PARTS TOWN) 1L TL CL                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    951982 | PA      | $944841.87    | 0.04%             | 2030-04-09      | Floating      | 7.55%                 | No            |                  3 | On Loan: No      |
| Conga (aka Apttus)                                                | Conga (aka Apttus) Term Loan B 350 2028-05-01                                                                                                          | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |   3839469 | PA      | $3417127.60   | 0.14%             | 2028-05-08      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                          | VENTURE GLOBAL LNG INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Short            | RA               | CORP              | US        |  -5616188 | PA      | $-5616187.50  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                   | ACHC 5 04/15/29 144A                                                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2350685.76   | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                  | AMCX 4.25 02/15/29                                                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     81000 | PA      | $71433.00     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTERYX 1L DDTL FUNDED                                            | ALTERYX 1L DDTL FUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2881944 | PA      | $2752256.94   | 0.12%             | 2031-03-19      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| Costar Group Inc                                                  | Costar Group Inc COM                                                                                                                                   | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       264 | NS      | $11782.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX 1L REV FUNDED                                             | ALTERYX 1L REV FUNDED                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461111 | PA      | $426443.62    | 0.02%             | 2031-02-08      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1          | MSRM 2025-NQM10 AIOS                                                                                                                                   | CUSIP: 617955AM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  66429267 | PA      | $682401.29    | 0.03%             | 2070-11-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| 1261229 Bc Ltd.                                                   | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4936322 | PA      | $5104811.92   | 0.21%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD           | JCPDL 2025-1A D                                                                                                                                        | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   4150000 | PA      | $4041584.99   | 0.17%             | 2037-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | MCGRAW-HILL EDUCATION                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2877344 | PA      | $-2877343.75  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | Cencora Inc COM                                                                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        59 | NS      | $21956.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | GRIFOLS ESCROW ISSUER                                                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -773116 | PA      | $-773116.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 50 Senior Loan Fund                                        | DRSLF 2017-50A SUB                                                                                                                                     | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |   3555000 | PA      | $101443.70    | 0.00%             | 2030-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                       | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    625000 | PA      | $656442.50    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALTERYX 1L TL                                                     | ALTERYX 1L TL                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1268056 | PA      | $1210993.06   | 0.05%             | 2031-03-19      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| AMC Networks Inc                                                  | AMCX 10.25 01/15/29 144A                                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1179752.98   | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                  | Packaging Corporation of America COM                                                                                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        89 | NS      | $20660.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMC Software                                                      | BMC Software Term Loan B 300 2031-07-01                                                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   6004887 | PA      | $5513567.00   | 0.23%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| YAK BLOCKER 2 LLC SERIES C-2                                      | YAK BLOCKER 2 LLC SERIES C-2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31551 | NS      | $27802.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | LIVE NATION ENTERTAIN                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2793750 | PA      | $-2793750.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                            | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1874058.76   | 0.08%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                 | EMECLI 6.625 12/15/30 144A                                                                                                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124199.40    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | Las Vegas Sands Corp COM                                                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       271 | NS      | $15371.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                                      | CLW 4.75 08/15/28 144A                                                                                                                                 | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2278724.49   | 0.10%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Usi Inc                                                           | COMINV 7.5 01/15/32 144A                                                                                                                               | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    970000 | PA      | $992798.88    | 0.04%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                  | HQY 4.5 10/01/29 144A                                                                                                                                  | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1509727.12   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                         | BIFFLN 5.25 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |   1550000 | PA      | $1850594.31   | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH                                                        | PAR HEALTH                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17657 | NS      | $146782.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                  | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   2200000 | PA      | $2291788.40   | 0.10%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QE2335                                                                                                                                              | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010767 | PA      | $990963.43    | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                   | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366138.45    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                         | SUN 4.625 05/01/30 144A                                                                                                                                | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2641812.76   | 0.11%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises                                                   | DXP Enterprises Term Loan B 325 2030-10-01                                                                                                             | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3502861 | PA      | $3518623.69   | 0.15%             | 2030-10-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Parexel                                                           | Parexel Term Loan B 275 2031-12-01                                                                                                                     | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   5950000 | PA      | $5875625.00   | 0.25%             | 2031-12-12      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                              | Baker Hughes Company CL A                                                                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $24407.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motel One GmbH                                                    | ONHOGM 7.75 04/02/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $1323213.21   | 0.06%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                   | CCOI 7 06/15/27 144A                                                                                                                                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7362276.00   | 0.31%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | CALDERYS FINANCING LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3347304 | PA      | $-3347304.36  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $847700.53    | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | Exelon Corp. COM                                                                                                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     21978 | NS      | $1087251.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                           | HCA INC                                                                                                                                                | CUSIP: 000000000<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Short            | RA               | CORP              | US        |  -3548438 | PA      | $-3548437.50  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                      | General Dynamics Corporation COM                                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        53 | NS      | $18923.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISON YOUNG CANADA 2ND OUT 1L TL                                 | AVISON YOUNG CANADA 2ND OUT 1L TL                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1018081 | PA      | $421658.59    | 0.02%             | 2029-03-12      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                   | Xcel Energy Inc COM                                                                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     13047 | NS      | $1087597.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                | Huntington Bancshares Incorporated COM                                                                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     60554 | NS      | $1017307.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | YUM! BRANDS INC.                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1283555 | PA      | $-1283555.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTUM BIDCO LTD                                                 | QUANTUM BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QEGOEU126C6775 | Long             | LON              | CORP              | GB        |   4400000 | PA      | $5889016.50   | 0.25%             | 2028-01-31      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                       | CAUTO 2023-1A A2                                                                                                                                       | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3271833 | PA      | $3293280.52   | 0.14%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG CANADA 3RD OUT 1L TL                                 | AVISON YOUNG CANADA 3RD OUT 1L TL                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    179668 | PA      | $35933.51     | 0.00%             | 2029-03-12      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                          | JONES DESLAURIERS INSURA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    100000 | PA      | $95875.00     | 0.00%             | 2033-02-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Paccar Inc                                                        | Paccar Inc COM                                                                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      8258 | NS      | $1041251.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                         | Host Hotels & Resorts Inc COM                                                                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     52388 | NS      | $1026280.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                           | Mid-America Apartment Communities, Inc. COM                                                                                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      7801 | NS      | $1044241.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                             | NEENST 5.25 07/15/28 144A                                                                                                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1309192.42   | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Snap-On Incorporated                                              | Snap-On Incorporated COM                                                                                                                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        52 | NS      | $20031.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLORE INC                                                        | XPLORE INC                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | CA        |   1087432 | PA      | $687800.94    | 0.03%             | 2031-10-24      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 21 LTD                                               | KLLM 2025-21A SUB                                                                                                                                      | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $1903608.00   | 0.08%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COLLER CAPITAL LTD                                                | COLLER CAPITAL LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2786187 | NS      | $3306895.17   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | FOCUS FINANCIAL PARTN                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3602625 | PA      | $-3602625.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CDK GLOBAL II LLC                                                 | CENTRAL PARENT INC                                                                                                                                     | CUSIP: 15477BAE7<br>LEI: 5493000L10CYRTHIJ385 | Long             | LON              | CORP              | US        |    630853 | PA      | $394283.08    | 0.02%             | 2029-07-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                     | KKR & Co Inc. COM                                                                                                                                      | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |       127 | NS      | $11135.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                      | Northrop Grumman Corporation COM                                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        32 | NS      | $23180.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | STATION CASINOS LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2935688 | PA      | $-2935687.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corporation                                                 | Masco Corporation COM                                                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       282 | NS      | $20196.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                                   | Pulte Group Inc COM                                                                                                                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $19345.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                   | ACHC 7.375 03/15/33 144A                                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2322783.00   | 0.10%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                  | VMED 4.5 08/15/30 144A                                                                                                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1093869.12   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                   | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $403601.66    | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                         | Teledyne Technologies Inc COM                                                                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |        35 | NS      | $23838.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                         | Super Micro Computer Inc. COM NEW                                                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       513 | NS      | $16616.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                                         | KLA Corp. COM NEW                                                                                                                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        15 | NS      | $22868.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                     | ARESDL 2025-2A D                                                                                                                                       | CUSIP: 039960AJ8<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5216102.06   | 0.22%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | Intel Corporation COM                                                                                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       441 | NS      | $20114.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                             | NEENST 9.75 07/15/28 144A                                                                                                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   7717000 | PA      | $7774877.50   | 0.33%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc.                                                 | EPAM Systems Inc. COM                                                                                                                                  | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        85 | NS      | $11985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Brands                                                     | Gibson Brands Term Loan B 500 2028-06-12                                                                                                               | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |   4728000 | PA      | $4316285.76   | 0.18%             | 2028-08-14      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                              | NCLH 5.875 01/15/31 144A                                                                                                                               | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2150000 | PA      | $2172639.50   | 0.09%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                            | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6115000 | PA      | $5771165.17   | 0.24%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GALILEO GLOBAL EDUCATION                                          | GALILEO GLOBAL EDUCATION                                                                                                                               | CUSIP: 000000000<br>LEI: 254900Z5KFYRM7Z7QL63 | Long             | LON              | CORP              | FR        |   3550000 | PA      | $4012417.12   | 0.17%             | 2031-07-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | Royal Caribbean Group COM USD0.01                                                                                                                      | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        69 | NS      | $21456.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRITE 2021-1 LTD                                                 | SPRTE 2021-1 A                                                                                                                                         | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4409172 | PA      | $4344391.91   | 0.18%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                       | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $5018284.76   | 0.21%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REDHALO MIDCO UK LTD                                              | REDHALO MIDCO UK LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MKCJ3WQ2PQZI24 | Long             | LON              | CORP              | GB        |   2100000 | PA      | $2200159.76   | 0.09%             | 2031-03-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   2026000 | NC      | $2446.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | GLP CAPITAL LP / FIN II                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -945094 | PA      | $-945093.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VistaJet                                                          | VistaJet Term Loan B 375 2031-03-17                                                                                                                    | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3836500 | PA      | $3838917.00   | 0.16%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                              | CROSIN 6.75 12/01/32 144A                                                                                                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148463.91    | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                          | Devon Energy Corporation COM                                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     23864 | NS      | $1038799.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                    | DTE Energy Co. COM                                                                                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      7258 | NS      | $1075925.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                               | MEDIND 3.875 04/01/29 144A                                                                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967022.80   | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Fertility                                                      | US Fertility Term Loan B 350 2032-11-29                                                                                                                | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |   2344737 | PA      | $2347081.58   | 0.10%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                              | Hubbell Incorporated COM                                                                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        40 | NS      | $20465.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                                    | Texas Pacific Land Corporation COM                                                                                                                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $31457.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group, Inc.                                        | LIBMUT 4.3 02/01/61 144A                                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $4906046.62   | 0.21%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                                   | Match Group Inc COM                                                                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     34953 | NS      | $1104514.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11925000 | PA      | $11949155.28  | 0.50%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | Duke Energy Corp COM NEW                                                                                                                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      8311 | NS      | $1087494.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                              | CROSIN 6.5 10/01/30 144A                                                                                                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5478175.45   | 0.23%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                               | HAMLN 2024-1A SUB                                                                                                                                      | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $1650348.00   | 0.07%             | 2037-10-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Everest Group Ltd                                                 | Everest Group Ltd COM USD0.01                                                                                                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        57 | NS      | $19122.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                               | MEDIND 5.25 10/01/29 144A                                                                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5199587.13   | 0.22%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                                   | MORAN FOODS LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    815839 | PA      | $3302.68      | 0.00%             | 2026-12-31      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| NEXUS BUYER LLC                                                   | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   4675583 | PA      | $4376064.86   | 0.18%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Lummus Technology                                                 | Lummus Technology Term Loan B 250 2029-12-01                                                                                                           | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   3242580 | PA      | $3240764.40   | 0.14%             | 2029-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kaseya                                                            | Kaseya First-lien Term Loan 325 2032-02-23                                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   5963625 | PA      | $5380024.66   | 0.23%             | 2032-03-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                     | FSRIA 2021-FL2 C                                                                                                                                       | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1394820.28   | 0.06%             | 2038-05-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                                                                                                                              | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22070000 | PA      | $19947672.22  | 0.84%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                  | News Corporation CL B                                                                                                                                  | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       164 | NS      | $4391.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                                      | CENT 4.125 04/30/31 144A                                                                                                                               | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381821.96    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLLER CAPITAL LTD UNFUNDED                                       | COLLER CAPITAL LTD UNFUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1886677 | PA      | $1.89         | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VMED O2 UK Financing I PLC                                        | VMED 6.75 01/15/33 144A                                                                                                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2559233.88   | 0.11%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU V5.125 03/01/52                                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687891.33    | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                                         | FTAI AIRCRAFT LEASING UNF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5750000 | NS      | $575.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARLYLE US CLO 2025-4 LTD                                         | CGMS 2025-4A SUB                                                                                                                                       | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $1574688.00   | 0.07%             | 2037-10-26      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                 | HPSPR 2025-3A C                                                                                                                                        | CUSIP: 40445YAE4<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1996512.40   | 0.08%             | 2037-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN 24 LTD/LLC                                          | GLM 2025-24A E                                                                                                                                         | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1893083.60   | 0.08%             | 2038-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Maple Grove Funding Trust I                                       | LIFEVT 4.161 08/15/51                                                                                                                                  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5909750.40   | 0.25%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                         | eBay Inc. COM                                                                                                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       217 | NS      | $19716.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols S.A.                                                      | GRFSM 3.875 10/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $352059.37    | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                               | GRADE 2023-FIG4 B                                                                                                                                      | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835945 | PA      | $873493.30    | 0.04%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                   | The Estee Lauder Companies Inc. CL A                                                                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       168 | NS      | $18390.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2694263.57   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Walker & Dunlop Inc.                                              | WD 6.625 04/01/33 144A                                                                                                                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2273349.74   | 0.10%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | Union Pacific Corporation COM                                                                                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        76 | NS      | $20138.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                                   | WHR 4.7 05/14/32                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1092307.68   | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                          | Vulcan Materials Company COM                                                                                                                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        61 | NS      | $18910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                 | TIBX 6.5 03/31/29 144A                                                                                                                                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5521211.52   | 0.23%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                              | Steel Dynamics, Inc. COM                                                                                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       105 | NS      | $20278.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                   | CERB 2024-3A D                                                                                                                                         | CUSIP: 156945AG2<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2442842.33   | 0.10%             | 2036-07-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159623.42   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma Inc.                                              | Williams-Sonoma Inc. COM                                                                                                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        96 | NS      | $19742.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT MEDICAL TECH                                            | CONFLUENT MEDICAL TECH                                                                                                                                 | CUSIP: 20717RAD4<br>LEI: 549300I0TF2DFR26JU13 | Long             | LON              | CORP              | US        |    395015 | PA      | $394027.46    | 0.02%             | 2029-02-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                                               | MAMBA PURCHASER INC                                                                                                                                    | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    995000 | PA      | $993358.25    | 0.04%             | 2031-10-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES, LLC                                     | USFEEN L 12/30/32 9                                                                                                                                    | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    355263 | PA      | $355618.42    | 0.01%             | 2032-12-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pelican Products                                                  | Pelican Products Term Loan B 425 2028-10-31                                                                                                            | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   4406010 | PA      | $3958051.10   | 0.17%             | 2028-12-29      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Wamu Abc Tr 07-He4                                                | WMHE 2007-HE4 1A                                                                                                                                       | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372091 | PA      | $1053574.00   | 0.04%             | 2047-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 B FUNDED                                         | LIGHTNING 2022-1 B FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2640137.25   | 0.11%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Otis Worldwide Corp.                                              | Otis Worldwide Corp. COM                                                                                                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       205 | NS      | $18974.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                                      | CENT 4.125 10/15/30                                                                                                                                    | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $603141.63    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                               | Walt Disney Company COM                                                                                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       165 | NS      | $17496.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | Hewlett Packard Enterprise Co. COM                                                                                                                     | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       712 | NS      | $15286.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1          | MSRM 2026-NQM1 B2                                                                                                                                      | CUSIP: 61780XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1521627.10   | 0.06%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                            | Applied Materials Inc. COM                                                                                                                             | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        65 | NS      | $24199.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial                                                   | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    850000 | PA      | $800062.50    | 0.03%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM CORP                                                 | Dye & Durham Term Loan B 425 2031-03-19                                                                                                                | CUSIP: 000000000<br>LEI: 549300XUQDPIC5QRY347 | Long             | LON              | CORP              | CA        |   1299800 | PA      | $1152494.07   | 0.05%             | 2031-04-14      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1          | MSRM 2026-NQM1 B3                                                                                                                                      | CUSIP: 61780XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901120 | PA      | $796589.90    | 0.03%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                   | BLUE RIBBON LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   5442725 | PA      | $3537771.20   | 0.15%             | 2028-05-08      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                             | Robinhood Markets Inc COM CL A                                                                                                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       133 | NS      | $10088.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRATED POWER 1L TL CL                                         | INTEGRATED POWER 1L TL CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3843306 | PA      | $3835798.54   | 0.16%             | 2028-11-22      | Floating      | 9.18%                 | No            |                  3 | On Loan: No      |
| ELVIS UK HOLDCO LTD                                               | ELVIS UK HOLDCO LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2450000 | PA      | $2909148.37   | 0.12%             | 2031-10-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | GLOBAL ATLANTIC (FIN) CO                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -8787188 | PA      | $-8787187.50  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366421.97    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING HOLDINGS INC                                       | Lumexa Imaging (fka US Radiology) Term Loan B 300 2032-12-03                                                                                           | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |    400000 | PA      | $400500.00    | 0.02%             | 2032-12-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                                                 | EAGLE PARENT CORP                                                                                                                                      | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |   2743637 | PA      | $2740783.91   | 0.11%             | 2029-04-02      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC (ASPECT)                                            | BP HOLDCO LLC (ASPECT)                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121041 | NS      | $72606.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub Inc                                            | Culligan International Term Loan B 275 2028-07-01                                                                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   2400000 | PA      | $2386920.00   | 0.10%             | 2028-07-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                   | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1959722.88   | 0.08%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                              | Smurfit WestRock plc COM USD0.001                                                                                                                      | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       482 | NS      | $22658.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                                 | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    726335 | PA      | $724519.37    | 0.03%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| EOG Resources Inc.                                                | EOG Resources Inc. COM                                                                                                                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8760 | NS      | $1086940.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                | MO 3.7 02/04/51                                                                                                                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4292655.90   | 0.18%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                    | Blackstone Inc COM                                                                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       115 | NS      | $13037.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                 | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3588522.35   | 0.15%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Par Pacific Holdings                                              | Par Pacific Holdings Term Loan B 325 2030-02-01                                                                                                        | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   3792864 | PA      | $3793660.45   | 0.16%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Asmodee Group AB                                                  | ASMDEE 4.25 12/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |   1325000 | PA      | $1587799.78   | 0.07%             | 2031-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                                            | HOBBS & ASSOCIATES LLC                                                                                                                                 | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |   5638200 | PA      | $5601776.84   | 0.23%             | 2031-07-23      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment (fka Golden Nugget)                        | Fertitta Entertainment (fka Golden Nugget) Term Loan B 325 2029-01-01                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1155726 | PA      | $1148167.06   | 0.05%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                          | Scenic Term Loan B 450 2032-07-06                                                                                                                      | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3391500 | PA      | $3391500.00   | 0.14%             | 2032-08-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LIMITED                                    | NAVTR 2021-1 B                                                                                                                                         | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4433954 | PA      | $4257792.65   | 0.18%             | 2046-11-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| REGATTA 33 FUNDING LTD                                            | REG33 2025-2A SUB                                                                                                                                      | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $1525770.00   | 0.06%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | Bristol-Myers Squibb Company COM                                                                                                                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17447 | NS      | $1088169.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1440547.00   | 0.06%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | Marathon Petroleum Corp. COM                                                                                                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      5248 | NS      | $1040206.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC                                       | SKX 5.25 07/15/32 144A                                                                                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    700000 | PA      | $848462.44    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORDOBES HOLDCO SL                                                | CORDOBES HOLDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1816364 | PA      | $2092382.80   | 0.09%             | 2029-01-31      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                      | Apollo Global Management Inc COM                                                                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       121 | NS      | $12656.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                                                | FUL 4.25 10/15/28                                                                                                                                      | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1130537.74   | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | PARK RIVER HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1806188 | PA      | $-1806187.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                                         | LIGHTNING 2022-1 A FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  21200000 | PA      | $20442418.42  | 0.86%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1          | MSRM 2026-NQM1 B1                                                                                                                                      | CUSIP: 61780XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1424705.57   | 0.06%             | 2070-12-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                              | NCLH 6.25 09/15/33 144A                                                                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1175000 | PA      | $1185979.20   | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                         | ALSN 3.75 01/30/31 144A                                                                                                                                | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1046382.40   | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                 | Brown & Brown Inc COM                                                                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       231 | NS      | $16590.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Versuni Group BV                                                  | PHIDOM 3.125 06/15/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $2036268.64   | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 4.625 06/15/45                                                                                                                                     | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $617366.18    | 0.03%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                          | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5639515 | PA      | $5631378.29   | 0.24%             | 2031-02-13      | Floating      | 10.10%                | No            |                  3 | On Loan: No      |
| START II LTD                                                      | STARR 2019-1 A                                                                                                                                         | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1139786 | PA      | $1137222.58   | 0.05%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | NEW FLYER HOLDINGS INC                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1809375 | PA      | $-1809375.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SIRIUS XM RADIO INC                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1603125 | PA      | $-1603125.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659995.25    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc.                                           | TKO Group Holdings Inc. CL A                                                                                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $20372.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                        | ACCINV 5.625 05/15/32 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |   2550000 | PA      | $3110874.41   | 0.13%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                             | Eaton Corporation PLC COM USD0.01                                                                                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        51 | NS      | $19171.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wamu Abc Tr 07-He4                                                | WMHE 2007-HE4 2A4                                                                                                                                      | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810243 | PA      | $477163.38    | 0.02%             | 2047-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-505.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | ALBION FINANCING                                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1128624 | PA      | $-1128624.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGS Inc                                                          | FIGS Inc CL A                                                                                                                                          | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10450 | NS      | $161452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                      | Norfolk Southern Corporation COM                                                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        61 | NS      | $19199.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO 2019-4 Ltd. / Carlyle US CLO 2019-4 LLC            | CGMS 2019-4A DR                                                                                                                                        | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1929120.00   | 0.08%             | 2035-04-16      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                                       | Endo GUC Trust Units Cl A-1                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13803 | NS      | $1.38         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.95 09/15/54                                                                                                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3732394.91   | 0.16%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $679548.91    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Us Newco Inc.                                         | THYELE 5.25 07/15/27 144A                                                                                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1549370.86   | 0.06%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | ACADIA HEALTHCARE CO INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1788375 | PA      | $-1788375.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SUNOCO LP                                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2413125 | PA      | $-2413125.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corporation                                  | Cincinnati Financial Corporation COM                                                                                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      6308 | NS      | $1034385.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                                            | RR 39 LTD                                                                                                                                              | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $2945994.00   | 0.12%             | 2038-04-15      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | BUCKEYE PARTNERS LP                                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Short            | RA               | CORP              | US        |  -2850094 | PA      | $-2850093.75  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                        | Blackhawk Network Holdings Term Loan B 400 2029-03-01                                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   4127360 | PA      | $4124263.99   | 0.17%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Xerox                                                             | Xerox Term Loan B 400 2029-10-28                                                                                                                       | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   2559550 | PA      | $1823679.29   | 0.08%             | 2029-11-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                    | Globe Life Inc COM                                                                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      7196 | NS      | $1045290.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                        | Carvana Co CL A                                                                                                                                        | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        37 | NS      | $12363.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISMA ASA                                                         | VISMA ASA                                                                                                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXB1YO53 | Long             | LON              | CORP              | NO        |   7250000 | PA      | $8480216.25   | 0.36%             | 2028-12-05      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| APA Corp.                                                         | APA Corp. COM                                                                                                                                          | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     38360 | NS      | $1164993.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                       | Viatris Inc COM                                                                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     67253 | NS      | $1004087.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                        | FRTITA 4.625 01/15/29 144A                                                                                                                             | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3986719.47   | 0.17%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                    | GLPI 3.25 01/15/32                                                                                                                                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2964198.90   | 0.12%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Limited                                              | Wynn Resorts Limited COM                                                                                                                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       145 | NS      | $15687.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                            | BWY 7.875 04/15/30 144A                                                                                                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1919531.25   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dealer Tire                                                       | Dealer Tire Term Loan B 300 2031-07-01                                                                                                                 | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |   5286669 | PA      | $5273451.91   | 0.22%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                   | EQT Corporation COM                                                                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       314 | NS      | $19285.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAINBOW FINCO (WELLA)1L TLB1 CL                                   | RAINBOW FINCO (WELLA)1L TLB1 CL                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    700000 | PA      | $689500.00    | 0.03%             | 2029-02-24      | Floating      | 8.58%                 | No            |                  3 | On Loan: No      |
| Marriott International, Inc.                                      | Marriott International, Inc. CL A                                                                                                                      | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        63 | NS      | $21528.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1          | MSRM 2026-NQM1 AIOS                                                                                                                                    | CUSIP: 61780XAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  81202261 | PA      | $814166.35    | 0.03%             | 2070-12-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| GrafTech Global Enterprises Inc.                                  | EAF 9.875 12/23/29 144A                                                                                                                                | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1534000.00   | 0.06%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                  | LUMMUS 9 07/01/28 144A                                                                                                                                 | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    353000 | PA      | $352707.79    | 0.01%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 2019-1 LTD                                          | BALLY 2019-1A DR                                                                                                                                       | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1334019.24   | 0.06%             | 2032-07-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Insured Lending 1 Ltd.                                            | INLEND 6.5 02/04/32 144                                                                                                                                | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |  19600000 | PA      | $23157400.00  | 0.97%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| JANE STREET GROUP LLC                                             | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5410034.66   | 0.23%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                      | Citizens Financial Group Inc COM                                                                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       308 | NS      | $18538.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                               | Paycom Software Inc COM                                                                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       109 | NS      | $13715.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 3.9 06/01/52                                                                                                                                      | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    681000 | PA      | $448119.89    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                                       | Indicor LLC                                                                                                                                            | CUSIP: 77669LAM5<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   3076692 | PA      | $3651760.08   | 0.15%             | 2029-11-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | Meta Platforms Inc CL A                                                                                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        28 | NS      | $18149.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | ALCOA NEDERLAND HOLDING BV                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2407875 | PA      | $-2407875.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp                                                          | CDW Corp COM                                                                                                                                           | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       120 | NS      | $14716.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                            | BWY 9.25 04/15/30 144A                                                                                                                                 | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985313.60    | 0.04%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                         | Akamai Technologies, Inc. COM                                                                                                                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       208 | NS      | $20465.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1          | MSRM 2026-NQM1 XS                                                                                                                                      | CUSIP: 61780XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  81202261 | PA      | $3422399.23   | 0.14%             | 2070-12-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT 1L TL                                            | SHAW DEVELOPMENT 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4389894 | PA      | $4148488.32   | 0.17%             | 2029-10-30      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| Datadog Inc                                                       | Datadog Inc CL A COM                                                                                                                                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       119 | NS      | $13323.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                                      | Gartner Inc. COM                                                                                                                                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        78 | NS      | $12261.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreLogic                                                         | CoreLogic Term Loan B 350 2028-03-28                                                                                                                   | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   4501779 | PA      | $4265436.07   | 0.18%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)     | OUT 4.25 01/15/29 144A                                                                                                                                 | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5617312.75   | 0.24%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STEELE IV ISSUER 2025A-1                                          | STEELE IV ISSUER 2025A-1                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $0.03         | 0.00%             | 2046-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings Inc                                                 | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $613098.86    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                        | VMED 4.75 07/15/31 144A                                                                                                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $578676.09    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pushpay                                                           | Pushpay Term Loan B 375 2031-08-01                                                                                                                     | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |   3861049 | PA      | $3783827.78   | 0.16%             | 2031-08-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | Wells Fargo & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES CC   | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     50000 | NS      | $909500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp.                                                   | Solventum Corp. COM SHS                                                                                                                                | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       220 | NS      | $16324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                                              | Paypal Holdings Inc. COM                                                                                                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       293 | NS      | $13539.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                       | Fiserv Inc. COM                                                                                                                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       267 | NS      | $16631.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB (publ)                                        | VERISR 5.5 05/15/30 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |   1950000 | PA      | $2375699.48   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc.                               | Broadridge Financial Solutions Inc. COM                                                                                                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        79 | NS      | $14683.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                                      | Allegion PLC COM USD0.01                                                                                                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       112 | NS      | $18048.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                           | MOTEL ONE GMBH/MUENCHEN                                                                                                                                | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | LON              | CORP              | DE        |   3000000 | PA      | $3562612.39   | 0.15%             | 2032-06-30      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                    | Welltower Inc. COM                                                                                                                                     | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        94 | NS      | $19469.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                             | Colgate-Palmolive Co. COM                                                                                                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       231 | NS      | $22901.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Beacon Llc                                                | PACBEA 5.628 07/15/51 144A                                                                                                                             | CUSIP: 69403WAG2<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |    637013 | PA      | $576404.99    | 0.02%             | 2051-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                 | HPSPR 2025-3A D                                                                                                                                        | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2477189.75   | 0.10%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                            | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4222206.00   | 0.18%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OSTTRA GROUP LTD                                                  | ORION US FINCO                                                                                                                                         | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | BM        |   4900000 | PA      | $4806606.00   | 0.20%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco l B.V                                               | SUNN 4.875 07/15/31 144A                                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   4550000 | PA      | $4337532.74   | 0.18%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                         | MSCI Inc. COM                                                                                                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        33 | NS      | $18870.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                            | ARNC 8 10/01/30 144A                                                                                                                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1637235.09   | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                               | Huntington Ingalls Industries, Inc. COM                                                                                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        56 | NS      | $24893.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                   | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1945883.66   | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7399                                                                                                                                              | CUSIP: 3133KPGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287646 | PA      | $1262250.66   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                    | Blackrock Inc. COM                                                                                                                                     | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |        17 | NS      | $18074.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | PARAMOUNT GLOBAL                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -3857962 | PA      | $-3857962.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| INCEPTION HOLDCO SARL                                             | IVI-RMA Term Loan B 325 2031-04-01                                                                                                                     | CUSIP: 45073SAD7<br>LEI: 549300W13LLU1H85SH07 | Long             | LON              | CORP              | LU        |   2448364 | PA      | $2461829.75   | 0.10%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | Marsh & McLennan Companies, Inc. COM                                                                                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        99 | NS      | $18487.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHM GROUP HOLDING                                                 | PHM GROUP HOLDING                                                                                                                                      | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |   4600000 | PA      | $5455280.87   | 0.23%             | 2032-04-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                           | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2266784.11   | 0.10%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                      | B 0 03/12/26                                                                                                                                           | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7392533.20   | 0.31%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                     | SURCEN 7.25 04/15/32 144A                                                                                                                              | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $2343153.83   | 0.10%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cross Financial (fka Cross Insurance)                             | Cross Financial (fka Cross Insurance) Term Loan B 275 2031-10-01                                                                                       | CUSIP: 22750JAG9<br>LEI: 2549008J3I495E70LU05 | Long             | LON              | CORP              | US        |   2779035 | PA      | $2706085.33   | 0.11%             | 2031-10-31      | Floating      | 7.07%                 | No            |                  3 | On Loan: No      |
| F5 Inc                                                            | F5 Inc COM                                                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        70 | NS      | $18995.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | WALKER & DUNLOP INC                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1794000 | PA      | $-1794000.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Michael Baker International                                       | Michael Baker International Term Loan B 400 2028-12-01                                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4752338 | PA      | $4748393.45   | 0.20%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                     | Assurant Inc. COM                                                                                                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4747 | NS      | $1089863.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                 | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $859291.98    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                              | SPEEDSTER BIDCO GMBH                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1400000 | PA      | $1515056.35   | 0.06%             | 2031-12-10      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                             | BULLDOG PURCHASER INC                                                                                                                                  | CUSIP: 12021GAH7<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2492200.00   | 0.10%             | 2033-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | GLOBAL PARTNERS LP                                                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Short            | RA               | CORP              | US        |  -2793750 | PA      | $-2793750.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | UPBOUND GROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Short            | RA               | CORP              | US        |  -2969688 | PA      | $-2969687.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | Crown Castle Inc. COM                                                                                                                                  | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     11435 | NS      | $1023889.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Balrog Acquisition Inc.                                           | Balrog Acquisition Inc.                                                                                                                                | CUSIP: 05878UAE1<br>LEI: 25490017XQ2US9FIMN58 | Long             | LON              | CORP              | US        |   2973750 | PA      | $1888331.25   | 0.08%             | 2028-09-05      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                       | Ares Management Corporation CL A COM STK                                                                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       101 | NS      | $11313.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK Financing I PLC                                        | VMED 4.25 01/31/31 144A                                                                                                                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1080046.24   | 0.05%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                    | AGL 2022-17A ER                                                                                                                                        | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1381096.80   | 0.06%             | 2035-01-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 48 LTD                                               | SYMP 2025-48A SUB                                                                                                                                      | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2069940.00   | 0.09%             | 2038-04-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| FedEx Corporation                                                 | FedEx Corporation COM                                                                                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        63 | NS      | $24381.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                                       | Advanced Micro Devices Inc. COM                                                                                                                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        81 | NS      | $16217.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                        | Oneok Inc. COM                                                                                                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       244 | NS      | $20195.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP                                                    | GLPI 5.3 01/15/29                                                                                                                                      | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1071833.70   | 0.04%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MasterCard Incorporated CL A                                                                                                                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        33 | NS      | $17067.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated                         | West Pharmaceutical Services Incorporated COM                                                                                                          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        67 | NS      | $17040.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings Llc                                          | GRA 7.375 03/01/31 144A                                                                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513288.00    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A UNFUNDED                                        | AHG FUNDING 2024A UNFUNDED                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1.00         | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                  | ACADIA HEALTHCARE CO INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2106000 | PA      | $-2106000.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | Eli Lilly & Co. COM                                                                                                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        18 | NS      | $18935.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBE HEALTHCARE EUROPE B                                          | CUBE HEALTHCARE EUROPE B                                                                                                                               | CUSIP: 000000000<br>LEI: 969500AYUH6YXBLGCX31 | Long             | LON              | CORP              | FR        |   4400000 | PA      | $5224593.00   | 0.22%             | 2029-10-24      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX Corp. COM                                                                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       103 | NS      | $20869.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMC Global                                                        | IMC Global Term Loan B 350 2032-05-25                                                                                                                  | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |   1145750 | PA      | $1147904.01   | 0.05%             | 2032-06-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -10090625 | NC      | $-4901.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKRY HOMES TR 2022-SFR3                                       | FKH 2022-SFR3 C                                                                                                                                        | CUSIP: 33768EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3191513.60   | 0.13%             | 2038-07-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2          | MSRM 2026-NQM2 AIOS                                                                                                                                    | CUSIP: 617949AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  65300000 | PA      | $673278.26    | 0.03%             | 2071-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                | BX 2024-VLT4 D                                                                                                                                         | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5167500.52   | 0.22%             | 2041-06-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                         | NIPLIF V6.5 04/30/55 144a                                                                                                                              | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1665828.40   | 0.07%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA DEVELOPPEMENT S                                          | ALMAVIVA DEVELOPPEMENT S                                                                                                                               | CUSIP: 000000000<br>LEI: 969500KZM7J0TS9IZN73 | Long             | LON              | CORP              | FR        |   4750000 | PA      | $5387640.00   | 0.23%             | 2031-04-29      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc.                                    | Selective Insurance Group Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 4.60% NON-CUMULATIVE PREFERRED STOCK, SERIES B  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     36000 | NS      | $608040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AHG FUNDING 2024A1                                                | AHG FUNDING 2024A1                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1984917 | PA      | $2068016.16   | 0.09%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| Howmet Aerospace Inc                                              | HWM 5.95 02/01/37                                                                                                                                      | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    875000 | PA      | $956624.89    | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                                   | PARTS EUROPE SA                                                                                                                                        | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1187242.09   | 0.05%             | 2031-02-03      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                        | BLDR 4.25 02/01/32 144A                                                                                                                                | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1597480.16   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya Clo 2022-1 Ltd / Llc                                         | VOYA 2022-1A SUB                                                                                                                                       | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $1488141.50   | 0.06%             | 2035-04-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                   | Regeneron Pharmaceuticals, Inc. COM                                                                                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        25 | NS      | $19541.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                             | Monster Beverage Corp COM                                                                                                                              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       243 | NS      | $20727.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                                      | Henry Jack & Associates Inc. COM                                                                                                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        97 | NS      | $15758.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                              | Booking Holdings Inc COM                                                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         3 | NS      | $12718.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                   | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5370535.00   | 0.23%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2          | MSRM 2026-NQM2 B3                                                                                                                                      | CUSIP: 617949AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $664941.81    | 0.03%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                      | B 0 03/05/26                                                                                                                                           | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $599819.00    | 0.03%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                            | CMS Energy Corporation COM                                                                                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13813 | NS      | $1078380.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEP INTERMEDIATE HOLDCO LLC                                       | Buyers Edge Platform Term Loan B 275 2031-04-01                                                                                                        | CUSIP: 05554YAE4<br>LEI: 254900510SAMOPG9CQ76 | Long             | LON              | CORP              | US        |    886562 | PA      | $875479.77    | 0.04%             | 2031-04-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                              | BLD 4.125 02/15/32 144A                                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380160.89    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                        | Builders Firstsource, Inc. COM                                                                                                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       163 | NS      | $16999.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                  | NRG Energy, Inc. COM NEW                                                                                                                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       107 | NS      | $19148.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries Incorporated                                    | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519619.50    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                             | RCL 6.25 03/15/32 144A                                                                                                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $125141.60    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                     | FSRIA 2024-FL9 C                                                                                                                                       | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5093388.87   | 0.21%             | 2039-10-19      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                 | CONGLO 5 02/28/30 REGs                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $181768.00    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                               | SIRI 3.875 09/01/31 144A                                                                                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2109514.53   | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                                              | Flow Control Group Term Loan B 325 2028-04-01                                                                                                          | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |   4988368 | PA      | $4986273.23   | 0.21%             | 2028-04-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                           | UDR Inc COM                                                                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     27666 | NS      | $1037475.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | GLOBAL PARTNERS LP                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2072812 | PA      | $-2072812.50  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                        | Constellation Energy Corp. COM                                                                                                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        50 | NS      | $16494.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                       | Pfizer Inc. COM                                                                                                                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     38306 | NS      | $1059160.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                                    | Old Dominion Freight Line Inc. COM                                                                                                                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       114 | NS      | $23147.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                       | Ecolab Inc. COM                                                                                                                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        70 | NS      | $21584.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                                              | Invitation Homes Inc. COM                                                                                                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |     38673 | NS      | $1018646.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                                         | ECPG 6.625 04/15/31 144A                                                                                                                               | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1726180.00   | 0.07%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 2025-50                                     | CERB 2025-1A D                                                                                                                                         | CUSIP: 15673UAG2<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1197574.20   | 0.05%             | 2037-07-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | Home Depot Inc. COM                                                                                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        51 | NS      | $19416.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUSION BUYER LLC                                                  | FUSION BUYER LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46808 | NS      | $1630463.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | PENNYMAC FINANCIAL SERVICES IN                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2444625 | PA      | $-2444625.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                             | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |    152000 | NS      | $3929200.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries Incorporated                                    | AMSIND 4.625 05/15/30 144A                                                                                                                             | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939975.79    | 0.04%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                          | GRA 6.625 08/15/32 144A                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556394.85    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | General Motors Company COM                                                                                                                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       223 | NS      | $17552.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILPEA                                                             | ILPEA Term Loan B 450 2028-05-24                                                                                                                       | CUSIP: 45236FAF4<br>LEI: 5493002IJGO6IOH86T22 | Long             | LON              | CORP              | US        |   1210976 | PA      | $1207197.37   | 0.05%             | 2028-06-22      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                                | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2487012.53   | 0.10%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Ares Finance Co IV LLC                                            | ARES 3.65 02/01/52 144A                                                                                                                                | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $2787772.00   | 0.12%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                              | PPG Industries, Inc. COM                                                                                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       179 | NS      | $22065.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1 SARL                                           | AGKLN 7 05/21/30 144A                                                                                                                                  | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1550000 | PA      | $1623242.15   | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                         | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6525743.40   | 0.27%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2          | MSRM 2026-NQM2 XS                                                                                                                                      | CUSIP: 617949AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  65300000 | PA      | $2954970.62   | 0.12%             | 2071-01-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                         | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1391849.66   | 0.06%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                  | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   7520952 | PA      | $6604975.05   | 0.28%             | 2031-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                              | M&T Bank Corporation COM                                                                                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      4597 | NS      | $997457.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                               | RRR 4.625 12/01/31 144A                                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4052412.85   | 0.17%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III CORP                                             | ATNY L 05/10/27 4                                                                                                                                      | CUSIP: 00189CAE6<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |   1787819 | PA      | $1641450.68   | 0.07%             | 2027-05-10      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Block Inc                                                         | XYZ 0 05/01/26                                                                                                                                         | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2815860.00   | 0.12%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI MONET LUXEMBOURG PARE                                          | AI MONET LUXEMBOURG PARE                                                                                                                               | CUSIP: 000000000<br>LEI: 254900ZBR0EYN4SVLE93 | Long             | LON              | CORP              | LU        |   3875000 | PA      | $4591406.47   | 0.19%             | 2031-02-06      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                         | ECPG 9.25 04/01/29 144A                                                                                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2407279.94   | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                         | CRBG V6.875 PERP                                                                                                                                       | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128136.90   | 0.05%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                                | Congruex Group LLC Term Loan B 575 2029-04-04                                                                                                          | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |   1270547 | PA      | $879218.20    | 0.04%             | 2029-05-03      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                            | Equitable Holdings Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     82000 | NS      | $1357920.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                       | NAVCOR 7.25 10/01/33 144A                                                                                                                              | CUSIP: 48020RAG0<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   3920000 | PA      | $2815421.66   | 0.12%             | 2033-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Idex Corporation                                                  | Idex Corporation COM                                                                                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       102 | NS      | $21365.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                                                | Aflac Incorporated COM                                                                                                                                 | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9103 | NS      | $1028001.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                           | FMMHR 2015-R1 XA1                                                                                                                                      | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |  38199830 | PA      | $2123081.64   | 0.09%             | 2055-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| OCTAGON 74 LTD                                                    | OCT74 2025-2A SUB                                                                                                                                      | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1006480.00   | 0.04%             | 2038-04-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                          | GRA 7 08/01/33 144A                                                                                                                                    | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1985392.50   | 0.08%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III CORP                                             | ATNY L 03/25/27 3                                                                                                                                      | CUSIP: 00189CAD8<br>LEI: 549300FAGEOQASEWDY74 | Long             | LON              | CORP              | US        |    134637 | PA      | $136208.46    | 0.01%             | 2027-03-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                               | IVC ACQUISITION LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   2000000 | PA      | $2345277.50   | 0.10%             | 2028-12-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CFC Group                                                         | CFC Group Term Loan B 375 2032-05-18                                                                                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3700000 | PA      | $3519625.00   | 0.15%             | 2032-07-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLP 7.125 07/01/33 144A                                                                                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2690121.20   | 0.11%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                               | GLM 2021-9A DR                                                                                                                                         | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3465970.05   | 0.15%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp.                                          | Paramount Skydance Corp. COM CL B                                                                                                                      | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      1221 | NS      | $16495.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                     | AIZ V7 03/27/48                                                                                                                                        | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411975.10    | 0.02%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ResMed Inc.                                                       | ResMed Inc. COM                                                                                                                                        | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        72 | NS      | $18450.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCE LLC                                             | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7131123.00   | 0.30%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                   | TRUEPT 7.75 07/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |   2750000 | PA      | $3770359.29   | 0.16%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                 | CONGLO 5 02/28/30 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2800000 | PA      | $3393002.60   | 0.14%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                 | Nucor Corporation COM                                                                                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       109 | NS      | $19279.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEAMER FINANCE LLC 3.69 03/24/2031                                | CEAMER FINANCE LLC 3.69 03/24/2031                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1377528 | PA      | $1344782.90   | 0.06%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                  | QUIKRETE HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1960875 | PA      | $-1960875.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                                             | BOOTS GROUP BIDCO LTD/THE                                                                                                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |   1500000 | PA      | $2031569.30   | 0.09%             | 2032-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                          | SFRFP 9.5 11/01/29 144A                                                                                                                                | CUSIP: 02090DAA6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    990855 | PA      | $1006063.63   | 0.04%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                         | BID 5.875 06/01/29 144a                                                                                                                                | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2597749.38   | 0.11%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mach 1 Cayman Ltd/Mach 1 Usa LLC                                  | MAACH 2019-1 A                                                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1010988 | PA      | $1002384.72   | 0.04%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                               | Synchrony Financial COM                                                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     14426 | NS      | $996980.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                                   | COGNITA (LERNEN) 1L TLB3 CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2776080 | PA      | $2770305.65   | 0.12%             | 2031-10-27      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.              | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $702493.33    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                          | W.R. Berkley Corporation COM                                                                                                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       266 | NS      | $19072.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                                      | Raymond James Financial Inc. COM                                                                                                                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       108 | NS      | $16532.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIB Merchant Voucher Receivables Limited.                         | BIB Merchant Voucher Receivables Limited. 4.18% NTS 07/04/2028 USD (ACRD/ REG D) (2018-1)                                                              | CUSIP: 08866TAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    458577 | PA      | $455110.30    | 0.02%             | 2028-04-07      | Fixed         | 4.18%                 | Yes           |                  3 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC                            | LaserAway Term Loan B 575 2027-10-05                                                                                                                   | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |   7403095 | PA      | $7338318.39   | 0.31%             | 2027-10-14      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| HPC NAV I 2025 UNFUNDED                                           | HPC NAV I 2025 UNFUNDED                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18896999 | PA      | $1.89         | 0.00%             | 2033-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Builders Firstsource, Inc.                                        | BLDR 6.375 06/15/32 144A                                                                                                                               | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568726.22   | 0.11%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                     | Prologis Inc. COM                                                                                                                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       139 | NS      | $19817.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                          | Lam Research Corporation COM NEW                                                                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       107 | NS      | $25026.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                  | Edwards Lifesciences Corporation COM                                                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       214 | NS      | $18504.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4058                                                                                                                                              | CUSIP: 3140QPQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1260175 | PA      | $1239734.51   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                              | Weyerhaeuser Company COM NEW                                                                                                                           | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       779 | NS      | $19108.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLUDA TOWAGE SL                                                  | BOLUDA TOWAGE SL                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   3950000 | PA      | $4693153.12   | 0.20%             | 2030-01-31      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                         | Jabil Inc COM                                                                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        78 | NS      | $20669.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                        | ACACN 4.625 08/15/29 144A                                                                                                                              | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2138885.55   | 0.09%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                       | Keysight Technologies, Inc. COM                                                                                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        85 | NS      | $26123.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                            | Trane Technologies PLC COM USD1                                                                                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        45 | NS      | $20804.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | BIDFAIR HLD                                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2322000 | PA      | $-2322000.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                            | The TJX Companies Inc. COM                                                                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       116 | NS      | $18752.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisner Advisory Group                                             | Eisner Advisory Group Term Loan B 400 2031-02-05                                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   5771549 | PA      | $5588763.87   | 0.23%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                      | Moodys Corp. COM                                                                                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        37 | NS      | $17670.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -14126875 | NC      | $-8619.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMAC Commercial Military Housing Trust XXVII                      | GMACN 2006-LEAV A1                                                                                                                                     | CUSIP: 38012MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    937188 | PA      | $809784.72    | 0.03%             | 2051-03-10      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                | EXIDE TECHNOLOGIES                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    791606 | PA      | $0.79         | 0.00%             | 2049-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| HOTWIRE FUNDING LLC                                               | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11243093.40  | 0.47%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                   | Ross Stores Inc COM                                                                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        99 | NS      | $20358.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY BIDCO LTD                                                  | DGGLN 8.125 12/19/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 984500645A980C6A3639 | Long             | DBT              | CORP              | JE        |   1800000 | PA      | $2547651.76   | 0.11%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Americo Life Inc.                                                 | AMERIC 3.45 04/15/31 144A                                                                                                                              | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3168273.59   | 0.13%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | JONES DESLAURIERS INSURANCE                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1612875 | PA      | $-1612875.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SAFIC - ALCAN SAS                                                 | SAFIC - ALCAN SAS                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500O0FCNLBB65QM29 | Long             | LON              | CORP              | FR        |   2100000 | PA      | $2494076.79   | 0.10%             | 2029-06-29      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                            | AI AQUA MERGER SUB INC                                                                                                                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   3703289 | PA      | $3683105.97   | 0.15%             | 2028-07-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                      | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5394589.08   | 0.23%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                           | International Paper Co. COM                                                                                                                            | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       458 | NS      | $19945.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 B.C. LTD                                                  | Bausch Health (fka Valeant) Term Loan B 625 2030-09-17                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    149250 | PA      | $145187.42    | 0.01%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                | AASET 2021-2A B                                                                                                                                        | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3221846 | PA      | $3087633.53   | 0.13%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | AMFAM HOLDINGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4302000 | PA      | $-4302000.00  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SAS                                                 | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2305642 | PA      | $2208127.15   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | Ford Motor Company COM                                                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     74357 | NS      | $1047690.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERGRID SERVICES 1L TL CL                                       | POWERGRID SERVICES 1L TL CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2477175 | PA      | $2464987.26   | 0.10%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| POWERGRID SERVICES 1L REV CL UNFUN                                | POWERGRID SERVICES 1L REV CL UNFUN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1690000 | PA      | $1690000.00   | 0.07%             | 2030-03-31      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| POWERGRID SERVICES 1L DDTL CL FUND                                | POWERGRID SERVICES 1L DDTL CL FUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    726617 | PA      | $723041.63    | 0.03%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 4.3 08/15/39                                                                                                                                       | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1846068.00   | 0.08%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                          | SBA Communications Corp. CL A                                                                                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        95 | NS      | $19110.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerved Group S.p.A.                                               | CERVIM F 02/15/29 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |   2300000 | PA      | $2334744.59   | 0.10%             | 2029-02-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                 | LPLA 4.375 05/15/31 144A                                                                                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    476000 | PA      | $465749.37    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                                  | N/A                                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900JUNTY42P1KL224 | Long             | LON              | CORP              | NL        |   4417500 | PA      | $4883937.75   | 0.20%             | 2030-11-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2513960.76   | 0.11%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | VMED O2 UK FINANCING I PLC                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2321163 | PA      | $-2321163.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | JBS USA LUX SA/JBS FOOD CO/JBS                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3550656 | PA      | $-3550656.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NODE ACQUICO GMBH                                                 | NODE ACQUICO GMBH                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2400000 | PA      | $2839910.11   | 0.12%             | 2032-08-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1                       | CLAST 2019-1A A                                                                                                                                        | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    298792 | PA      | $295808.84    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                   | GOCAP 2025-83A D                                                                                                                                       | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3393172.98   | 0.14%             | 2038-11-09      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                 | SFRFP 6.875 07/15/32 144A                                                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   6230950 | PA      | $5981729.01   | 0.25%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | Verizon Communications Inc. COM                                                                                                                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     21435 | NS      | $1074750.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                       | C.H. Robinson Worldwide Inc COM NEW                                                                                                                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       114 | NS      | $21118.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                    | The Kroger Co. COM                                                                                                                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       293 | NS      | $19994.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                             | Parker-Hannifin Corp. COM                                                                                                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        20 | NS      | $20183.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                               | Expand Energy Corp. COM                                                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       154 | NS      | $16619.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                 | Tyson Foods, Inc. CL A                                                                                                                                 | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       312 | NS      | $20276.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                                   | Universal Health Services, Inc. CL B                                                                                                                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        81 | NS      | $16694.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                               | Coinbase Global Inc COM CL A                                                                                                                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        65 | NS      | $11430.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc.                                                      | IT 4.5 07/01/28 144A                                                                                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1675968.38   | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLP 6.875 01/15/29                                                                                                                                     | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3009305.32   | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                            | Sempra COM                                                                                                                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       202 | NS      | $19446.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keenova                                                           | Keenova                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17657 | NS      | $1594427.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                | ADT 4.125 08/01/29 144A                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1024412.03   | 0.04%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                             | JANEST 4.5 11/15/29 144A                                                                                                                               | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3415171.20   | 0.14%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Women's Care                                                      | Women's Care First-lien Term Loan 450 2028-01-03                                                                                                       | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6517875 | PA      | $6094213.13   | 0.26%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                                               | CERVANTES BIDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |   2800000 | PA      | $3308200.00   | 0.14%             | 2031-12-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                     | iShares Trust CORE S&P500 ETF                                                                                                                          | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     73438 | NS      | $50626688.44  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                      | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'                                                                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       396 | NS      | $22777.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | SUBURBAN PROPANE PARTNERS LP                                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1717500 | PA      | $-1717500.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | TD Secs US                                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -530600 | PA      | $-530600.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | Eversource Energy COM                                                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14444 | NS      | $1100777.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SVC ABS LLC                                                       | SVC 2026-1A B                                                                                                                                          | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2164534.86   | 0.09%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | WILLIAMS SCOTSMAN INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1696365 | PA      | $-1696365.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CWENA 3.75 02/15/31 144A                                                                                                                               | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1575432.57   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                | POST 4.5 09/15/31 144A                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3755121.68   | 0.16%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                       | Walmart Inc COM                                                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       159 | NS      | $20344.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                         | CNO Financial Group, Inc. 5.125% SUBORDINATED DEBENTURES DUE NOVEMBER 25, 2060                                                                         | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     80000 | NS      | $1554400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                     | Teradyne Inc. COM                                                                                                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        88 | NS      | $28162.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                               | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    825000 | PA      | $775348.37    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                                            | UNIT4 GROUP HOLDING BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |   4000000 | PA      | $4610213.00   | 0.19%             | 2028-06-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                  | TITANL F 07/31/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   2500000 | PA      | $2787571.17   | 0.12%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                        | DRSLF 2015-37X SUB                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   2998799 | PA      | $5467.71      | 0.00%             | 2031-01-15      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| ICEBOX HOLDCO III INC                                             | ICEBOX HOLDCO III INC                                                                                                                                  | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    626744 | PA      | $627615.36    | 0.03%             | 2031-12-22      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                 | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $708030.38    | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                             | OK OKSMED 5.45 08/15/2028                                                                                                                              | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    400000 | PA      | $399270.72    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                     | UWMLLC 5.75 06/15/27 144A                                                                                                                              | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1393922.04   | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco BV                                                 | ARDGRP L 02/18/31 3                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   2020000 | PA      | $2348706.45   | 0.10%             | 2031-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | OPTION CARE HEALTH INC                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1655375 | PA      | $-1655375.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                     | CWENA 3.75 01/15/32 144A                                                                                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $488268.01    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                              | Emerson Electric Co. COM                                                                                                                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       131 | NS      | $19748.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                       | Pentair PLC COM USD0.01                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       171 | NS      | $16961.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMEVI                                                            | HOMEVI                                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1175994.21   | 0.05%             | 2029-10-31      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                      | Ginkgo Bioworks Holdings Inc WT EXP 091626                                                                                                             | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26852 | NC      | $96.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd                                                         | STARR 2018-1 A                                                                                                                                         | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    407319 | PA      | $407496.30    | 0.02%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UBS AG ZURICH PUT .64 CHF TECAN CH                                | UBS AG ZURICH PUT .64 CHF TECAN CH                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115860 | NS      | $11.59        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LOANCORE ISSUER 2025-CRE8                                         | LNCR 2025-CRE8 C                                                                                                                                       | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000188.40   | 0.17%             | 2042-08-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                              | HUNTCO 5.25 04/15/29 144A                                                                                                                              | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $6986672.17   | 0.29%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | CLEARWATER PAPER CORP                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1707735 | PA      | $-1707735.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | Broadcom Inc COM                                                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        44 | NS      | $14060.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 TRUST                                                | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020244 | PA      | $2897554.23   | 0.12%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                      | Voya CLO 2013-1 Ltd                                                                                                                                    | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $55800.00     | 0.00%             | 2030-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc.                                           | Intuitive Surgical Inc. COM NEW                                                                                                                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        32 | NS      | $16112.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                         | Aptiv PLC COM SHS                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       229 | NS      | $16840.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd                                                         | STARR 2018-1 B                                                                                                                                         | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    470892 | PA      | $471257.57    | 0.02%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                              | Pershing Square Tontine Holdings Ltd SHS                                                                                                               | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |   1042740 | NS      | $104.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Loews Corporation                                                 | Loews Corporation COM                                                                                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       175 | NS      | $19253.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                     | iShares Trust RUSSELL 2000 ETF                                                                                                                         | CUSIP: 464287655<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |      5551 | NS      | $1451086.91   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                                   | Caterpillar Inc COM                                                                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        29 | NS      | $21542.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                          | The Procter & Gamble Co. COM                                                                                                                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       129 | NS      | $21568.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                                       | Ventas Inc. COM                                                                                                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       231 | NS      | $19902.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                             | WEC Energy Group Inc. COM                                                                                                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      9084 | NS      | $1062464.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                | EXIDE TECHNOLOGIES                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1562081 | PA      | $1.56         | 0.00%             | 2049-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Corteva Inc                                                       | Corteva Inc COM                                                                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       275 | NS      | $22033.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                  | McDonald's Corp. COM                                                                                                                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        58 | NS      | $19781.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLRR AIRCRAFT 2021-1 LTD                                         | SOLRR 2021-1 B                                                                                                                                         | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1640802 | PA      | $1575294.21   | 0.07%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                       | Rollins Inc COM                                                                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       306 | NS      | $18632.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                        | ACACN 3.875 08/15/26 144A                                                                                                                              | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $825216.98    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 57 LTD                         | NEUB 2024-57A SUB                                                                                                                                      | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | KY        |   5230000 | PA      | $3089779.40   | 0.13%             | 2038-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LVNV 6.84 6/12/29                                                 | LVNV 6.84 6/12/29                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3965312.77   | 0.17%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Molson Coors Beverage Company                                     | Molson Coors Beverage Company CL B                                                                                                                     | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     20597 | NS      | $1009047.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                              | CWK 6.75 05/15/28 144A                                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4812993.60   | 0.20%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -15794000 | NC      | $-78564.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                            | CALDER 11.25 06/01/28 144A                                                                                                                             | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   3737000 | PA      | $3881491.11   | 0.16%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                               | Analog Devices Inc. COM                                                                                                                                | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        64 | NS      | $22770.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman Inc.                                            | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1871950.18   | 0.08%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                           | Dow Inc COM                                                                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       731 | NS      | $22463.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DECHRA PHARMACEUTICALS H                                          | DECHRA PHARMACEUTICALS H                                                                                                                               | CUSIP: 000000000<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | GB        |   1500000 | PA      | $1772622.17   | 0.07%             | 2032-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD 1L FLFO TL CL INCR                                   | FLORIDA FOOD 1L FLFO TL CL INCR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    924518 | PA      | $909106.59    | 0.04%             | 2030-10-18      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                           | International Flavors & Fragrances Inc. COM                                                                                                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       275 | NS      | $22613.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                         | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4644256 | PA      | $3367085.72   | 0.14%             | 2030-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                    | Principal Financial Group Inc. COM                                                                                                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     11420 | NS      | $1089696.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                     | Netflix, Inc. COM                                                                                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       193 | NS      | $18574.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SLV A 2026-03-20 CALL 90                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -2392 | NC      | $-1136200.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                                          | TALBOT PARTICIPATION SAS                                                                                                                               | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |   2550000 | PA      | $3009601.28   | 0.13%             | 2032-07-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 7.375 02/01/31 144A                                                                                                                                 | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3944463.76   | 0.17%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| White Cap                                                         | White Cap Term Loan B 325 2029-10-01                                                                                                                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2141633 | PA      | $2114413.02   | 0.09%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                       | N/A                                                                                                                                                    | CUSIP: 80881LAB5<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | GB        |   2500000 | PA      | $2967278.17   | 0.12%             | 2032-10-29      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                 | LPLA 4 03/15/29 144A                                                                                                                                   | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4172000 | PA      | $4115281.03   | 0.17%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                 | CFMT 2022-HB9 M2                                                                                                                                       | CUSIP: 12530GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3299081.88   | 0.14%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.125% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES M                      | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     16400 | NS      | $275192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cobank ACB                                                        | COBKAC V4.25 PERP J                                                                                                                                    | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2170349.06   | 0.09%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                      | Textron Inc. COM                                                                                                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       211 | NS      | $20815.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                                        | The Cooper Companies, Inc. COM                                                                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       223 | NS      | $18658.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | RUT E 2026-03-20 CALL 2665                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -11 | NC      | $-45540.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $609195.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                             | TRGP 6.05 05/15/56                                                                                                                                     | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197452.02   | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UWN Holdings LLC                                                  | UWMC 6.25 03/15/31 144A                                                                                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5024096.48   | 0.21%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | ENCORE CAPITAL GROUP INC.                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2185000 | PA      | $-2185000.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                       | Polynt-Reichhold Group Term Loan B 400 2032-09-27                                                                                                      | CUSIP: 80881LAC3<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | US        |    548625 | PA      | $547599.07    | 0.02%             | 2032-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                | State Street Corp. COM                                                                                                                                 | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       139 | NS      | $17878.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUICKTOP HOLDCO AB                                                | QUICKT F 03/21/30                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |   2800000 | PA      | $3426876.71   | 0.14%             | 2030-03-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SOCOTEC US HOLDING INC                                            | SOCOTEC US HOLDING INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2277000 | PA      | $2275588.26   | 0.10%             | 2031-06-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                       | Dreyfus Treasury Securities Cash Management INSTL SHS                                                                                                  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |  65679020 | NS      | $65679020.10  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | THE NASSAU COMPANIES OF NEW YORK                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2568336 | PA      | $-2568336.25  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Company, Inc.                                | American Water Works Company, Inc. COM                                                                                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       140 | NS      | $19044.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | CAD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1842.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                  | VBTEL 2024-1A F                                                                                                                                        | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5774955.76   | 0.24%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                      | Fastenal Co. COM                                                                                                                                       | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       438 | NS      | $20165.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | CCO HLDGS LLC                                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4324250 | PA      | $-4324250.00  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                  | Opry Entertainment Group Term Loan B 350 2031-06-16                                                                                                    | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |   1728125 | PA      | $1731719.50   | 0.07%             | 2031-06-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.625% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES L                      | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    144400 | NS      | $2703168.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKIO BIDCO BV                                                     | SKIO BIDCO BV                                                                                                                                          | CUSIP: 000000000<br>LEI: 254900FQMDVPHYSOQY39 | Long             | LON              | CORP              | NL        |   1400000 | PA      | $1659409.66   | 0.07%             | 2032-05-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ishares Silver Trust                                              | Ishares Silver Trust ISHARES                                                                                                                           | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |    239200 | NS      | $20329608.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                      | GE Aerospace COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        63 | NS      | $21562.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                     | SP 0 08/15/51                                                                                                                                          | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32650000 | PA      | $9655155.15   | 0.40%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                    | Verisign, Inc. COM                                                                                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        74 | NS      | $16867.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -16145000 | NC      | $-8191.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                     | SCGALO 6.625 03/01/30 144A                                                                                                                             | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2537474.66   | 0.11%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sandisk Corporation                                               | Sandisk Corporation COM                                                                                                                                | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $48922.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Communities LLC                                                | HPCOM 6.16 09/15/53 04B                                                                                                                                | CUSIP: 44329HAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $791214.70    | 0.03%             | 2053-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                             | Dell Technologies Inc CL C                                                                                                                             | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       128 | NS      | $18954.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                                               | BNS V8.625 10/27/82                                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2272590.85   | 0.10%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2110212.30   | 0.09%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION US HO                                          | INSPIRED EDUCATION US HO                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X9E8N2AXUVDM80 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1494375.00   | 0.06%             | 2031-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                         | Amcor PLC COM NEW                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     21233 | NS      | $1028294.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cobank ACB                                                        | COBKAC V7.125 PERP M                                                                                                                                   | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $519918.50    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | MPC 5 09/15/54                                                                                                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $5737507.65   | 0.24%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -14126875 | NC      | $-8619.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asurion                                                           | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01                                                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     92416 | PA      | $92328.64     | 0.00%             | 2028-08-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| VDK GROEP BV                                                      | VDK GROEP BV                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   3750000 | PA      | $4454373.15   | 0.19%             | 2032-02-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                | Dominos Pizza Inc. COM                                                                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        43 | NS      | $17307.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanger Inc                                                        | HGR L 10/23/31 2                                                                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    534929 | PA      | $536041.44    | 0.02%             | 2031-10-23      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | ENCORE CAPITAL GROUP INC.                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1536375 | PA      | $-1536375.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | Ingersoll Rand Inc COM                                                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       222 | NS      | $20899.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                   | Federal Realty Investment Trust SH BEN INT NEW                                                                                                         | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      9892 | NS      | $1075952.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                   | Salesforce Inc. COM                                                                                                                                    | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        68 | NS      | $13245.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Communities LLC                                                | HPCOM 6.82 09/15/53 144A                                                                                                                               | CUSIP: 44329HAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    896739 | PA      | $832277.23    | 0.03%             | 2053-09-15      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| JOL Air Limited                                                   | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   2017222 | PA      | $2012594.49   | 0.08%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -16145000 | NC      | $-30287.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | AEP V6.05 03/15/56 D                                                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2107381.50   | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                           | CPI CG INC                                                                                                                                             | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -5526220 | PA      | $-5526220.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Ascensus                                                          | Ascensus Term Loan B 300 2028-08-01                                                                                                                    | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    856059 | PA      | $835367.88    | 0.04%             | 2032-11-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                           | NVR Inc COM                                                                                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         2 | NS      | $15035.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA5879                                                                                                                                              | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12107110 | PA      | $12307782.73  | 0.52%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co (Intrawest)                                   | Alterra Mountain Co (Intrawest) Term Loan B-9 250 2030-05-01                                                                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   2986423 | PA      | $2986423.35   | 0.13%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                      | Ameren Corp. COM                                                                                                                                       | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      9482 | NS      | $1074120.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARENA GROUP HOLDINGS INC/THE                                      | ARES GLOBAL LOAN 1 UNFUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2078732 | PA      | $2.08         | 0.00%             | 2034-10-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OCTAGON 78 LTD                                                    | OCT78 2025-3A SUB                                                                                                                                      | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4150000 | PA      | $2912397.38   | 0.12%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LII LTD                                                 | MAGNE 2025-52A SUB                                                                                                                                     | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $941010.00    | 0.04%             | 2039-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -16145000 | NC      | $-30287.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | JANE STREET GROUP LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3053750 | PA      | $-3053750.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                   | Gen Digital Inc COM                                                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     45694 | NS      | $1031313.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                   | T-Mobile US Inc COM                                                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        92 | NS      | $19972.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG PARENT LLC                                                     | FG PARENT LLC                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46808 | NS      | $23404.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                          | CERB 2024-2A D                                                                                                                                         | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3173264.96   | 0.13%             | 2036-07-15      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 4.9 04/15/58                                                                                                                                      | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3635261.79   | 0.15%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wave 2019-1 LLC/LTD                                               | WAAV 2019-1 A                                                                                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120256 | PA      | $1098836.29   | 0.05%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings Inc.                                               | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $5073469.70   | 0.21%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| NASSAU 2019 CFO LLC                                               | CFOZ 2019-1 A                                                                                                                                          | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    492560 | PA      | $451887.50    | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER A                                        | DYAL III SERIES A ISSUER A                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6350683 | PA      | $6200480.45   | 0.26%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3013684.72  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Babson Clo Ltd                                                    | BABSN 2014-IA SUB                                                                                                                                      | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $300.00       | 0.00%             | 2025-07-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                            | ARMK 5 02/01/28 144A                                                                                                                                   | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110029.59    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | Cboe Global Markets Inc COM                                                                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        72 | NS      | $21579.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                           | Price T Rowe Group Inc. COM                                                                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     11129 | NS      | $1053137.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                   | Ulta Beauty Inc COM                                                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        30 | NS      | $20543.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                                          | Cobham Ultra US Co-Borrower LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   4350247 | PA      | $4351595.13   | 0.18%             | 2029-08-06      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CLAST 2014-1 E                                                    | CLAST 2014-1 E                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3054105 | PA      | $119.90       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Starbucks Corp.                                                   | Starbucks Corp. COM                                                                                                                                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       214 | NS      | $20976.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.                       | Expeditors International Of Washington Inc. COM                                                                                                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       119 | NS      | $17258.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                      | Dreyfus Treasury Obligations Cash Management TREASURY INSTNAL                                                                                          | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        |   2776266 | NS      | $2776266.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  15796000 | NC      | $220890.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                        | Chipotle Mexican Grill Inc COM                                                                                                                         | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       528 | NS      | $19652.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                       | AbbVie Inc. COM                                                                                                                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        80 | NS      | $18566.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cobank ACB                                                        | COBKAC V7.25 PERP                                                                                                                                      | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   4300000 | PA      | $4396289.90   | 0.18%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                      | Lennar Corp. CL A                                                                                                                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       149 | NS      | $17039.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                        | FARMERS INSURANCE EXCHANGE                                                                                                                             | CUSIP: 000000000<br>LEI: 549300UWG2TLX1GZVT44 | Short            | RA               | CORP              | US        |  -1860000 | PA      | $-1860000.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                                       | NORMEC 1 BV                                                                                                                                            | CUSIP: 000000000<br>LEI: 724500QBPCBJWX2FJR30 | Long             | LON              | CORP              | NL        |   4125000 | PA      | $4876757.92   | 0.20%             | 2031-04-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                                  | GD TOWERS (SALSA HLDG) 1L TL EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   9850000 | PA      | $11496797.20  | 0.48%             | 2032-11-18      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| API ESCROW CORP                                                   | APG 4.75 10/15/29 144A                                                                                                                                 | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1206580.90   | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                     | Interactive Brokers Group Inc COM CL A                                                                                                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       270 | NS      | $19221.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Inc                                                      | USFOOD 4.625 06/01/30 144A                                                                                                                             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2475152.25   | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  15795000 | NC      | $220876.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | J.B. POINTDEXTER & CO INC                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2479762 | PA      | $-2479762.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC SAS                                               | HOLDING SOCOTEC SAS                                                                                                                                    | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |   1050000 | PA      | $1243676.44   | 0.05%             | 2031-06-02      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | Fifth Third Bancorp COM                                                                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     19871 | NS      | $983018.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                      | B 0 03/10/26                                                                                                                                           | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1698629.61   | 0.07%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BREITLING FINANCING SARL                                          | BREITLING FINANCING SARL                                                                                                                               | CUSIP: 000000000<br>LEI: 549300TABH53MDTQEP16 | Long             | LON              | CORP              | LU        |   3000000 | PA      | $2952284.94   | 0.12%             | 2028-10-23      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                  | SPBCN 4.5 03/15/29 144A                                                                                                                                | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1943221.21   | 0.08%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                           | FMMHR 2015-R1 C3                                                                                                                                       | CUSIP: 35563CAY4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |   3162433 | PA      | $2710541.38   | 0.11%             | 2052-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                     | Boston Scientific Corporation COM                                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       193 | NS      | $14832.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIMPER AB                                                        | QUIMPER AB                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   2100000 | PA      | $2475889.96   | 0.10%             | 2030-03-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                      | CERB 2025-3A C                                                                                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   5750000 | PA      | $5731418.88   | 0.24%             | 2037-10-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $338725.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC                                                                                                                                                | CUSIP: 000000000<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Short            | RA               | CORP              | US        |  -1937250 | PA      | $-1937250.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                         | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $126450.00    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                  | VBTEL 2022-1A F                                                                                                                                        | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7950017.60   | 0.33%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SHILTON BIDCO LTD                                                 | SHILTON BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300JUUQPK8NFDUB17 | Long             | LON              | CORP              | GB        |   7100000 | PA      | $8394605.94   | 0.35%             | 2030-01-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | BUILDERS FIRSTSOURCE INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1927000 | PA      | $-1927000.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                   | Dollar Tree Inc COM                                                                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       145 | NS      | $18339.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                                       | WNC 4.5 10/15/28 144A                                                                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5527014.00   | 0.23%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                      | FOCS 6.75 09/15/31 144A                                                                                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4923955.97   | 0.21%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE III CDO LTD                                               | VENTR 2013-13A SUB                                                                                                                                     | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $150.00       | 0.00%             | 2029-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                      | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4463086.56   | 0.19%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | NASDAQ 100 INDEX EURO/OPEN                                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-30385.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   4857000 | NC      | $518.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MetLife Inc. COM                                                                                                                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13398 | NS      | $965593.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                                               | The Kraft Heinz Co. COM                                                                                                                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     44544 | NS      | $1096227.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | CROCS INC                                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2508704 | PA      | $-2508703.75  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.95 05/15/54                                                                                                                                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1766709.32   | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                               | Axon Enterprise Inc COM                                                                                                                                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |        32 | NS      | $17356.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                        | Evergy Inc COM                                                                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     12907 | NS      | $1079799.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanger Inc                                                        | Hanger Inc Term Loan B 350 2031-10-06                                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   4132649 | PA      | $4141245.15   | 0.17%             | 2031-10-23      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                              | WW International Inc COM NEW                                                                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2685 | NS      | $57083.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                           | FMMHR 2015-R1 XB3                                                                                                                                      | CUSIP: 35563CAW8<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |  29645927 | PA      | $1370803.96   | 0.06%             | 2052-11-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                         | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    880590 | PA      | $865910.23    | 0.04%             | 2030-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      1388 | NC      | $225550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                                       | NetApp Inc. COM                                                                                                                                        | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     10302 | NS      | $1020207.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ALLIANT HOLD / CO-ISSUER                                                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -277500 | PA      | $-277500.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                   | DAVLLO 7 11/20/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $6175985.76   | 0.26%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                                | OBRA LONGEVITY RFF CL A NTS FUNDED                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17400000 | PA      | $18783047.35  | 0.79%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Secretariat Advisors LLC                                          | SECRET L 02/27/32 3                                                                                                                                    | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188172 | PA      | $184252.42    | 0.01%             | 2032-02-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SITECORE 1L TL EUR                                                | SITECORE 1L TL EUR                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   1636171 | PA      | $1828801.72   | 0.08%             | 2029-03-12      | Floating      | 4.21%                 | No            |                  3 | On Loan: No      |
| QUALITY GROUP (ASTERIX ) 1L CL TLB                                | QUALITY GROUP (ASTERIX ) 1L CL TLB                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   3100000 | PA      | $3687849.03   | 0.15%             | 2032-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | Comcast Corporation CL A                                                                                                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     32949 | NS      | $1020101.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                                         | Rockwell Automation, Inc. COM                                                                                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        44 | NS      | $17927.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITECORE HOLDING III A/S 1L                                       | SITECORE HOLDING III A/S 1L                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    221669 | PA      | $209705.01    | 0.01%             | 2029-03-12      | Floating      | 5.52%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        | -15795000 | NC      | $-78569.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                      | CERB 2025-3A D                                                                                                                                         | CUSIP: 15675MAG8<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1551710.74   | 0.07%             | 2037-10-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SITECORE 1L TL USD                                                | SITECORE 1L TL USD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |   2028777 | PA      | $1919281.57   | 0.08%             | 2029-03-12      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                  | GLOBAL ATLANTIC (FIN) CO                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2700000 | PA      | $-2700000.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | Intercontinental Exchange Inc COM                                                                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       112 | NS      | $18382.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                     | PRGO 5.375 09/30/32 EUR                                                                                                                                | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $1065958.89   | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGATTA 34 FUNDING LTD                                            | REG34 2025-3A SUB                                                                                                                                      | CUSIP: 75904CAC6<br>LEI: 254900DFXK1U6FX6IO06 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $1454106.00   | 0.06%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                        | Zimmer Biomet Holdings Inc COM                                                                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       193 | NS      | $18998.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                         | Agilent Technologies Inc. COM                                                                                                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       125 | NS      | $15172.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                         | Digital Realty Trust Inc. COM                                                                                                                          | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       113 | NS      | $20023.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                 | HRI 6 03/15/34 144A                                                                                                                                    | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1105866.31   | 0.05%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4097.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 Perm Asset Financing 2017-II LLC                              | A10 2017-II C1                                                                                                                                         | CUSIP: 00216AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $211105.65    | 0.01%             | 2051-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                     | Equinix, Inc. COM                                                                                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        24 | NS      | $23382.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                          | Lamb Weston Holdings Inc COM                                                                                                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       305 | NS      | $14697.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM.BLUE FINCO SARL                                              | TEAM.BLUE FINCO SARL                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   4150000 | PA      | $4357741.22   | 0.18%             | 2029-09-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                        | NRG 7.467 07/31/28                                                                                                                                     | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2076785.14   | 0.09%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | ONEMAIN FINANCE CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2002000 | PA      | $-2002000.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                               | US LBM Term Loan B (Incremental) 375 2031-05-16                                                                                                        | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |   1620325 | PA      | $1333527.48   | 0.06%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                        | RGA V6.375 09/15/56                                                                                                                                    | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2252200.39   | 0.09%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gulfeagle Supply                                                  | Gulfeagle Supply Term Loan B 300 2031-05-16                                                                                                            | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |    350000 | PA      | $322000.00    | 0.01%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                     | Chevron Corp. COM                                                                                                                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5814 | NS      | $1085822.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -10090625 | NC      | $-20423.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                    | Applovin Corp. COM CL A                                                                                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        26 | NS      | $11304.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                 | Microchip Technology Incorporated COM                                                                                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       265 | NS      | $19779.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                           | Extra Space Storage Inc. COM                                                                                                                           | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      7085 | NS      | $1070047.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                 | ES V6.35 08/15/56 B                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012747.92   | 0.08%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                              | WY 6.875 12/15/33                                                                                                                                      | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1236127.71   | 0.05%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                        | Archer-Daniels-Midland Co. COM                                                                                                                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     15534 | NS      | $1072467.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gee Automotive Holdings LLC                                       | GEEATO 7.25 03/01/31 144A                                                                                                                              | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2058320.54   | 0.09%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                             | Targa Resources Corp. COM                                                                                                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        98 | NS      | $23108.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                   | CSX Corporation COM                                                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       485 | NS      | $20704.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | VENTURE GLOBAL PLAQUEMINES LNG                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1922500 | PA      | $-1922500.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -14126875 | NC      | $-23986.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                                         | SR V6.45 06/01/56                                                                                                                                      | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5362581.00   | 0.22%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                | IRM 4.75 01/15/34 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1875163.38   | 0.08%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | Humana Inc. COM                                                                                                                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        70 | NS      | $13337.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Invictus Intermediate II S.a.r.l.                              | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5250000 | PA      | $5166369.40   | 0.22%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                    | Public Storage COM                                                                                                                                     | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3474 | NS      | $1066726.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGUS LITIGATION CLAIMS 10/18/24                                 | TARGUS LITIGATION CLAIMS 10/18/24                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45049 | NS      | $797.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Secretariat Advisors                                              | Secretariat Advisors Term Loan B 400 2032-02-05                                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1550114 | PA      | $1517825.37   | 0.06%             | 2032-02-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                 | Hormel Foods Corp COM                                                                                                                                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |       757 | NS      | $19379.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EP Wealth Advisors                                                | EP Wealth Advisors Term Loan B 300 2032-09-22                                                                                                          | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |   1800000 | PA      | $1784250.00   | 0.07%             | 2032-10-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                           | ZIGGO 5.125 02/28/30 144a                                                                                                                              | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $433837.80    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1676792.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                | HCA Healthcare Inc COM                                                                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        38 | NS      | $20128.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                    | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II                   | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     28800 | NS      | $731520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                       | Workday Inc CL A                                                                                                                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        81 | NS      | $10834.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERLIN BUYER INC                                                  | MERLIN BUYER INC                                                                                                                                       | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   7157331 | PA      | $7190898.58   | 0.30%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VDK GROEP BV                                                      | VDK GROEP BV                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1190851.57   | 0.05%             | 2032-02-19      | Floating      | 5.28%                 | No            |                  3 | On Loan: No      |
| Gilead Sciences Inc.                                              | Gilead Sciences Inc. COM                                                                                                                               | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       148 | NS      | $22044.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGUS SELLER REP ACCOUNT 06/18/25                                | TARGUS SELLER REP ACCOUNT 06/18/25                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45049 | NS      | $4.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PING IDENTITY CORP                                                | Ping Identity Term Loan B 275 2032-10-25                                                                                                               | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |   1300000 | PA      | $1269125.00   | 0.05%             | 2032-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHEST 2023-1                                                      | CHEST 2023-1                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1339218.74   | 0.06%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Genuine Parts Co                                                  | Genuine Parts Co COM                                                                                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       137 | NS      | $16338.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22395.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | COGENT COMMUNICATIONS GROUP IN                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -6618750 | PA      | $-6618750.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                                        | CIRCOR International Term Loan B 300 2031-10-01                                                                                                        | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |   2443875 | PA      | $2448958.26   | 0.10%             | 2031-10-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                              | Cognizant Technology Solutions Corp. CL A                                                                                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       216 | NS      | $13916.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Group Inc.                                      | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     88000 | NS      | $2192960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                      | B 0 03/17/26                                                                                                                                           | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18300000 | PA      | $18272425.34  | 0.77%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                    | Mckesson Corp. COM                                                                                                                                     | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        22 | NS      | $21722.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                           | VZ SECURED FINANCING BV                                                                                                                                | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -5266490 | PA      | $-5266489.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | JEFFERIES FIN LLC                                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Short            | RA               | CORP              | US        |  -6528281 | PA      | $-6528281.25  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                      | Public Service Enterprise Group Incorporated COM                                                                                                       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     12079 | NS      | $1039639.53   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                                     | Smith(Ao)Corp COM                                                                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       265 | NS      | $20670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    858000 | NC      | $91.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                        | Alliant Energy Corporation COM                                                                                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     14764 | NS      | $1068027.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERATIVE 1L DDTL CL UNFUNDED                                      | MERATIVE 1L DDTL CL UNFUNDED                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    311795 | PA      | $311794.87    | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| MERATIVE 1L TL CL REVOLVER UNFUNDE                                | MERATIVE 1L TL CL REVOLVER UNFUNDE                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    260000 | PA      | $260000.00    | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| QSRP FINCO BV 1L TLB EUR CL                                       | QSRP FINCO BV 1L TLB EUR CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |   5450000 | PA      | $6197705.94   | 0.26%             | 2031-06-19      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                         | MGM Resorts International COM                                                                                                                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     30738 | NS      | $1133002.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                             | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE PREFER | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    275000 | NS      | $5060000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1570782.00   | 0.07%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SANDY BIDCO BV                                                    | SANDY BIDCO BV                                                                                                                                         | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |   4550000 | PA      | $5212023.61   | 0.22%             | 2029-08-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                       | Vistra Corp COM                                                                                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       108 | NS      | $18780.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                   | BMCAUS 3.375 01/15/31 144A                                                                                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1015549.48   | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | -14126875 | NC      | $-23986.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Option Care Health Inc                                            | OPCH 4.375 10/31/29 144A                                                                                                                               | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2221207.63   | 0.09%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIV LLC                                    | CERB 2023-5A C                                                                                                                                         | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   6100000 | PA      | $6124804.43   | 0.26%             | 2036-01-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3296636.01   | 0.14%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                            | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3126787.20   | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                             | Western Digital Corp. COM                                                                                                                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        99 | NS      | $27690.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Telecommunications PLC                                    | BRITEL V4.25 11/23/81 144A                                                                                                                             | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $937176.52    | 0.04%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                        | Nasdaq Inc COM                                                                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       196 | NS      | $17165.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | ITT HOLDINGS LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -6763594 | PA      | $-6763593.75  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                      | Cummins Inc. COM                                                                                                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        34 | NS      | $19851.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fort Gordon Housing Llc                                           | FTGORD 6.324 05/15/51 144A                                                                                                                             | CUSIP: 347382AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188471.72    | 0.01%             | 2051-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -279536 | NC      | $-27210.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18447.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR WP HOLDCO INC                                              | Vector WP HoldCo Inc                                                                                                                                   | CUSIP: 92243EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3025129 | PA      | $2831006.17   | 0.12%             | 2028-10-12      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| MERATIVE 1L TL CL                                                 | MERATIVE 1L TL CL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2728205 | PA      | $2728205.13   | 0.11%             | 2032-09-30      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| Park River Holdings Inc                                           | PRIMBP 8 03/15/31 144A                                                                                                                                 | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1962505.35   | 0.08%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                              | Corning Incorporated COM                                                                                                                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |       191 | NS      | $28722.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metis Issuer 2025-1 LLC                                           | Metis Issuer 2025-1 LLC 6.892% NTS 15/05/2055 USD (144A)                                                                                               | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4240856.86   | 0.18%             | 2055-05-15      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| British Telecommunications PLC                                    | BRITEL V4.875 11/23/81 144A                                                                                                                            | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5550000 | PA      | $5450780.99   | 0.23%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | Prudential Financial, Inc. COM                                                                                                                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     10125 | NS      | $996097.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berlin Packaging                                                  | Berlin Packaging Term Loan B-7 325 2031-06-01                                                                                                          | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    664815 | PA      | $660825.79    | 0.03%             | 2031-06-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                        | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828180.80    | 0.03%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | TD Secs US                                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1625625 | PA      | $-1625625.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                         | STATE STREET SPDR S&P 500 ETF TRUST                                                                                                                    | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -10 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                   | BMCAUS 4.375 07/15/30 144A                                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $6801416.29   | 0.29%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                             | PBH 3.75 04/01/31 144A                                                                                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280540.44    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-38                                               | OCP 2024-38A SUB                                                                                                                                       | CUSIP: 67120JAC6<br>LEI: 213800HPO38YAQ7A5G07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $609150.00    | 0.03%             | 2038-01-21      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                    | CLNXSM 3.875 07/07/41 144A                                                                                                                             | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   1750000 | PA      | $1455517.05   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                                       | THUNDERBIRD 2022-1 A FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  21200000 | PA      | $20442418.42  | 0.86%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| DoorDash Inc                                                      | DoorDash Inc CL A                                                                                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        82 | NS      | $14470.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CLEARWAY ENERGY OPERATING LLC                                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |    -42761 | PA      | $-42761.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                      | Equifax Inc. COM                                                                                                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        84 | NS      | $17552.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES LOAN FUNDING V LTD                                           | ARES 2024-ALF5A E                                                                                                                                      | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3845428.40   | 0.16%             | 2037-07-27      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Ametek, Inc.                                                      | Ametek, Inc. COM                                                                                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        90 | NS      | $21529.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-02 CALL 6845                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-247250.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2022-1 LTD                                         | CGMS 2022-1A E                                                                                                                                         | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5500000.00   | 0.23%             | 2035-04-16      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                                       | Outcomes Group Holdings Inc                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2117898 | PA      | $2110612.04   | 0.09%             | 2031-05-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Tortuga Resorts (Turquoise)                                       | Tortuga Resorts (Turquoise) Term Loan B 325 2032-08-02                                                                                                 | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3825000 | PA      | $3758062.50   | 0.16%             | 2032-12-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                                   | APPLE BIDCO LLC                                                                                                                                        | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   4906644 | PA      | $4906644.18   | 0.21%             | 2031-09-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                    | SMG 4.375 02/01/32                                                                                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665233.73    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| White Cap                                                         | White Cap Term Loan B (Incremental) 350 2033-01-31                                                                                                     | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   3490000 | PA      | $3448573.70   | 0.14%             | 2033-02-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                 | Ciena Corporation COM NEW                                                                                                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        72 | NS      | $25106.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | SOUTHWESTERN ENERGY COMPANY                                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1086750 | PA      | $-1086750.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCURIDE CORP                                                     | ACCURIDE CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3087395 | NS      | $308.74       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                                          | LIQUID TECH SOLUTIONS HO                                                                                                                               | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |   2948142 | PA      | $2937086.88   | 0.12%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-04 CALL 6870                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-251250.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                            | CVT 8 06/15/30 144A                                                                                                                                    | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $4847703.34   | 0.20%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RealPage                                                          | RealPage First-lien Term Loan 325 2028-02-09                                                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   2417869 | PA      | $2228477.18   | 0.09%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                      | CRANE HOLDINGS CO                                                                                                                                      | CUSIP: 22444BAD5<br>LEI: 549300EXNPSXEWUD3N21 | Long             | LON              | CORP              | US        |   1395109 | PA      | $1654502.76   | 0.07%             | 2032-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                  | Mettler-Toledo International Inc COM                                                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        13 | NS      | $17766.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                     | CERB 2024-1A D                                                                                                                                         | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4958996.00   | 0.21%             | 2036-04-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 2 LLC                                     | ARESDL 2024-2A D                                                                                                                                       | CUSIP: 04021CAJ9<br>LEI: 254900G0OBAGPDEAK422 | Long             | ABS-CBDO         | CORP              | US        |   4800000 | PA      | $4754921.76   | 0.20%             | 2036-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                  | Ball Corporation COM                                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       375 | NS      | $25173.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                | POST 6.5 03/15/36 144A                                                                                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406914.40    | 0.02%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                     | Williams Companies Inc. (The) COM                                                                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       297 | NS      | $22191.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kkr Core Holding Company Llc                                      | Kkr Core Holding Company Llc 4% SNR NTS 12/08/2031 USD (SEC REGD)                                                                                      | CUSIP: 48255KAA4<br>LEI: 5493007DXHDGV3QWWI42 | Long             | DBT              | CORP              | KY        |   2374480 | PA      | $2242202.09   | 0.09%             | 2031-08-12      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-26 CALL 6950                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                    | SMG 4 04/01/31                                                                                                                                         | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2032735.78   | 0.09%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | Phillips 66 COM                                                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       125 | NS      | $19291.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                                    | Servicenow Inc COM                                                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       105 | NS      | $11341.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CURRICULUM ASSOC REFI 1L TL CL                                    | CURRICULUM ASSOC REFI 1L TL CL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4200000 | PA      | $4181012.14   | 0.18%             | 2032-05-07      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| Pregis                                                            | Pregis Term Loan B 400 2029-02-01                                                                                                                      | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   5022580 | PA      | $5029662.20   | 0.21%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                      | B 0 03/03/26                                                                                                                                           | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6249381.04   | 0.26%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spring Education Group                                            | Spring Education Group Term Loan B 450 2030-09-12                                                                                                      | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1176000 | PA      | $1173894.96   | 0.05%             | 2030-10-07      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS Health Corp COM                                                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     13395 | NS      | $1070260.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L 12/25                   | Higginbotham Insurance Agency Inc - TL 1L 12/25                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8376119 | PA      | $8355179.10   | 0.35%             | 2031-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25              | Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160421 | PA      | $160421.05    | 0.01%             | 2031-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-06 CALL 6900                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-243250.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc.                                           | Tyler Technologies Inc. COM                                                                                                                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        39 | NS      | $13832.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                       | Xylem, Inc. COM                                                                                                                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       130 | NS      | $16842.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                                     | RL DATIX 1L TL FACILITY B USD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1110000 | PA      | $1110000.00   | 0.05%             | 2031-04-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                           | FMMHR 2015-R1 XA2                                                                                                                                      | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |  38060803 | PA      | $2148201.22   | 0.09%             | 2052-10-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                                          | LIQUID TECH SOLUTIONS HO                                                                                                                               | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    301858 | PA      | $300725.62    | 0.01%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                        | RGA 3.15 06/15/30                                                                                                                                      | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954746.68    | 0.04%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO 2014-1 LTD                                        | GRTLK 2014-1A SUB                                                                                                                                      | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-CBDO         | CORP              | KY        |   1153846 | PA      | $555590.81    | 0.02%             | 2029-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | Stryker Corporation COM                                                                                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        51 | NS      | $19760.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                       | Lockheed Martin Corporation COM                                                                                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        38 | NS      | $25007.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                                                                                                                              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 242780000 | PA      | $243631885.89 | 10.21%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-25 CALL 6955                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -49 | NC      | $-122.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                         | RRAM 2025-41A SUB                                                                                                                                      | CUSIP: 749754AC1<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | BM        |   2400000 | PA      | $1764112.08   | 0.07%             | 2125-11-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                           | BXP Inc COM                                                                                                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     17110 | NS      | $985193.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                                         | Realty Income Corporation COM                                                                                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     15754 | NS      | $1055518.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise UPC                                                       | Sunrise UPC Term Loan B - (AAA) 250 2032-02-01                                                                                                         | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    500000 | PA      | $494585.00    | 0.02%             | 2032-02-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                               | OBX 2024-NQM6 M1                                                                                                                                       | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1774077.55   | 0.07%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR UNFUNDED                                 | QTS GOOD NEWS FCLTY REVR UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580650 | PA      | $1.58         | 0.00%             | 2028-10-09      | Fixed         | 0.30%                 | No            |                  3 | On Loan: No      |
| CUBE SAFETY BIDCO AB                                              | CUBE SAFETY BIDCO AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VV71UO3IOOQZ21 | Long             | LON              | CORP              | SE        |   5050000 | PA      | $5957625.14   | 0.25%             | 2033-02-21      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FCLTY REVR FUNDED                                   | QTS GOOD NEWS FCLTY REVR FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1319350 | PA      | $1319350.50   | 0.06%             | 2028-10-09      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRITISH TELECOMMUNICATION                                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |   -624872 | PA      | $-624872.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lstar Securities Investment 2024-1 Ltd.                           | LSTRZ 2024-1 A                                                                                                                                         | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1714084 | PA      | $1712149.42   | 0.07%             | 2029-01-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-10 CALL 6890                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-324000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                            | ON Semiconductor Corp. COM                                                                                                                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       326 | NS      | $21672.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                               | Newmont Corporation COM                                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |       190 | NS      | $24700.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                             | Cardinal Health, Inc. COM                                                                                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        91 | NS      | $20859.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Dream (DBA FullBloom)                                         | ASP Dream (DBA FullBloom) Term Loan B 425 2028-11-27                                                                                                   | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   4179682 | PA      | $3824409.24   | 0.16%             | 2028-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG (CANADA) INC PREF                                    | AVISON YOUNG (CANADA) INC PREF                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |    815493 | NS      | $24464.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                    | Quest Diagnostics Incorporated COM                                                                                                                     | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       100 | NS      | $21191.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | AMERITEX HOLDINGS INTERMED                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3617250 | PA      | $-3617250.00  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                                            | BALROG ACQUISITION INC                                                                                                                                 | CUSIP: 05878UAB7<br>LEI: 25490017XQ2US9FIMN58 | Long             | LON              | CORP              | US        |    518584 | PA      | $343992.55    | 0.01%             | 2028-09-05      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Storable                                                          | Storable Term Loan B 325 2031-04-01                                                                                                                    | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |    843625 | PA      | $804607.34    | 0.03%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc.                                               | IQVIA Holdings Inc. COM                                                                                                                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        81 | NS      | $14483.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-27 CALL 6875                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-19250.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L TL                                                 | EAGLE POINT 1L TL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250000.00    | 0.01%             | 2028-03-31      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| Hampton Roads PPV LLC                                             | HAMPTO 6.621 06/15/53                                                                                                                                  | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4390000 | PA      | $3734908.13   | 0.16%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| ROCKET MORTGAGE LLC                                               | RKT 4 10/15/33 144A                                                                                                                                    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $3709562.01   | 0.16%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                                 | CASPER BIDCO SASU                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |   4150000 | PA      | $4891653.39   | 0.21%             | 2031-03-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-8 LTD                                        | BRTPT 2025-8A SUB                                                                                                                                      | CUSIP: 10548BAC7<br>LEI: 254900QLG6324SEVZ278 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $693690.60    | 0.03%             | 2038-03-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG CANADA INC COMMON                                    | AVISON YOUNG CANADA INC COMMON                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       579 | NS      | $8.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Xs Trust                                                   | LXS 2006-18N A3                                                                                                                                        | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1302262 | PA      | $1325819.17   | 0.06%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Guggenheim Active Allocation Fund                                 | Guggenheim Active Allocation Fund                                                                                                                      | CUSIP: 40170T106<br>LEI: 549300WVFF2XZ68PVT94 | Long             | EC               | RF                | US        |    950000 | NS      | $15143000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                  | Philip Morris International Inc. COM                                                                                                                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       120 | NS      | $22419.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                | Conagra Brands Inc COM                                                                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      1028 | NS      | $19789.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-326750.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                      | The Sherwin-Williams Company COM                                                                                                                       | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        55 | NS      | $19942.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                  | INLOT F 10/15/31 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   3550000 | PA      | $4110961.20   | 0.17%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOTHEBYS                                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3016612 | PA      | $-3016612.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXXVII CLO LTD                                               | ARES 2025-77A SUB                                                                                                                                      | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $2549628.00   | 0.11%             | 2038-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc.                                           | IDEXX Laboratories Inc. COM                                                                                                                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |        26 | NS      | $17074.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexture S.p.A.                                                    | NXTURE F 07/30/32 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600EF527DCD52E910 | Long             | DBT              | CORP              | IT        |   2220000 | PA      | $2626603.26   | 0.11%             | 2032-07-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SAVE-A-LOT                                                        | SAVE-A-LOT                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1871199 | NS      | $187.12       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                                | Pershing Square Sparc Hldgs Ltd SPECIAL PURPOSE ACQUISITION RIGHTS                                                                                     | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | Long             | EC               | CORP              | US        |    318615 | NS      | $31.86        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wolverine World Wide, Inc.                                        | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   5192000 | PA      | $4906154.44   | 0.21%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrington Mtg Nc5                                                | CARR 2006-NC5 A3                                                                                                                                       | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3176142 | PA      | $2917827.42   | 0.12%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |   -279575 | NC      | $-5335.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-09 CALL 6830                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-501750.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LLC                                 | MCMLT 2024-RS1 A2                                                                                                                                      | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9654659.50   | 0.40%             | 2069-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Credit Allocation Income Trust                          | Blackrock Credit Allocation Income Trust COM                                                                                                           | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    184289 | NS      | $1955306.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FINCO UTILITAS BV                                                 | FINCO UTILITAS BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |   2800000 | PA      | $3306810.56   | 0.14%             | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                           | AGKLN 5.375 05/21/30 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1700000 | PA      | $2087172.74   | 0.09%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | COMPASS MINERALS INTERNATIONAL                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3974381 | PA      | $-3974381.25  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                                        | ZIGGO 4.875 01/15/30 144a                                                                                                                              | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $683147.93    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L DDTL FUND                                 | CAPSTONE ACQUISITION 1L DDTL FUND                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    529996 | PA      | $527819.15    | 0.02%             | 2029-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Valero Energy Corp.                                               | Valero Energy Corp. COM                                                                                                                                | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5320 | NS      | $1088684.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA Inc                                                 | WASPRO 7 02/01/33 144A                                                                                                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1483063.05   | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | Global Payments Inc COM                                                                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       224 | NS      | $17127.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-24 CALL 6975                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                               | RECESS HOLDINGS INC                                                                                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7108824 | PA      | $7120695.80   | 0.30%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                      | Fortinet Inc COM                                                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       220 | NS      | $17386.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS BUYER LLC                                                   | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   3300000 | PA      | $3205125.00   | 0.13%             | 2032-01-14      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                        | ACCINV 6.375 10/15/29 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $741639.03    | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                                     | SAPHILUX SARL                                                                                                                                          | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |   5770141 | PA      | $5753926.89   | 0.24%             | 2028-07-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| APAVE SA                                                          | APAVE SA                                                                                                                                               | CUSIP: 000000000<br>LEI: 96950091VWAYXK8PF876 | Long             | LON              | CORP              | FR        |   1150000 | PA      | $1368494.23   | 0.06%             | 2031-12-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                                   | KROLL (DEERFIELD) 1L TLB CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5394955 | PA      | $5375265.43   | 0.23%             | 2032-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Martin Marietta Materials Inc                                     | Martin Marietta Materials Inc COM                                                                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        29 | NS      | $19620.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                                | KROLL (DEERFIELD) 1L CL REV UNFUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $500000.00    | 0.02%             | 2032-09-13      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| Macquarie Bank Ltd.                                               | MQGAU 3.624 06/03/30 144A                                                                                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $363492.19    | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-23 CALL 6915                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -36 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc.                                     | Monolithic Power Systems Inc. COM                                                                                                                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        18 | NS      | $20569.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES PREFERRED UNITS                                | EXIDE TECHNOLOGIES PREFERRED UNITS                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       761 | NS      | $1141623.38   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                 | ALIANT 7.375 10/01/32 144A                                                                                                                             | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3510156.22   | 0.15%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                 | CIEN 4 01/31/30 144A                                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2076647.59   | 0.09%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | OUTFRONT MEDIA CAPITAL LLC                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4634438 | PA      | $-4634437.50  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | POWSOL L 07/16/31 9                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    600000 | PA      | $710495.02    | 0.03%             | 2031-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | Bank of America Corp. COM                                                                                                                              | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       333 | NS      | $16593.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | HOST HOTELS & RESORTS                                                                                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3294125 | PA      | $-3294125.00  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                   | Live Nation Entertainment, Inc. COM                                                                                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       129 | NS      | $20916.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3                                                           | Level 3 Term Loan B-4 325 2032-03-01                                                                                                                   | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   4930000 | PA      | $4937395.00   | 0.21%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-186250.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | NOVELIS CORP                                                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2902500 | PA      | $-2902500.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                          | Belrose Funding Trust II                                                                                                                               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3209666.23   | 0.13%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                 | ALIANT 6.75 04/15/28 144A                                                                                                                              | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354027.80    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                          | Skyworks Solutions, Inc. COM                                                                                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       261 | NS      | $15550.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                   | Fox Corporation CL B COM                                                                                                                               | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       110 | NS      | $5690.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.95 PERP FF                                                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2056172.00   | 0.09%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                                        | Copart Inc COM                                                                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       457 | NS      | $17407.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc.                                            | BATSLN 5.7 08/15/35                                                                                                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4379143.58   | 0.18%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ACCURIDE LIQUIDATING TRUST AGRMNT                                 | ACCURIDE LIQUIDATING TRUST AGRMNT                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EAGLE BIDCO LTD                                                   | EAGLE BIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |    250000 | PA      | $296668.74    | 0.01%             | 2032-02-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-05 CALL 6845                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -50 | NC      | $-372000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                 | The Bank of New York Mellon Corp. COM                                                                                                                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       152 | NS      | $18103.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                                           | Church & Dwight Co Inc. COM                                                                                                                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       215 | NS      | $22544.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | CUSHMAN & WAKEFIELD US                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3993875 | PA      | $-3993875.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | TORONTO-DOMINION BANK                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1778312 | PA      | $-1778312.50  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                                          | TEGRA118 WEALTH SOLUTIONS INC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900HOKMJFKIA9FR12 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1945000.00   | 0.08%             | 2033-01-27      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                                        | Azuria Water Solutions (fka Aegion Corporation) Term Loan B 300 2028-05-01                                                                             | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   5039578 | PA      | $4993919.43   | 0.21%             | 2028-05-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                 | ALIANT 7 01/15/31 144A                                                                                                                                 | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432713.75    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                  | APG 4.125 07/15/29 144A                                                                                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387496.56    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                   | CVI 7.875 02/15/34 144A                                                                                                                                | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5007846.40   | 0.21%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES 1L TL CL                                | INTEGRATED POWER SERVICES 1L TL CL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1684615 | PA      | $1681324.49   | 0.07%             | 2028-11-22      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-02-23 CALL 6915                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-35.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                     | PRGO 6.125 09/30/32 USD                                                                                                                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4892378.50   | 0.21%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                    | Zebra Technologies Corporation CL A                                                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |        66 | NS      | $14781.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                                           | SLB Ltd. COM STK                                                                                                                                       | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       450 | NS      | $23103.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                               | Vertex Pharmaceuticals Incorporated COM                                                                                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        40 | NS      | $19873.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7939                                                                                                                                              | CUSIP: 3133KPZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4829647 | PA      | $4884607.88   | 0.20%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | ALEXANDER FUN                                                                                                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -2003625 | PA      | $-2003625.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | POST HOLDINGS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2936938 | PA      | $-2936937.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7561                                                                                                                                              | CUSIP: 3133KPMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3857916 | PA      | $3785022.35   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 60 LTD                         | NEUB 2025-60A SUB                                                                                                                                      | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $740531.00    | 0.03%             | 2039-04-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PetSmart                                                          | PetSmart Term Loan B 400 2032-08-02                                                                                                                    | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   6991000 | PA      | $6944370.03   | 0.29%             | 2032-08-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                  | SPXW E 2026-03-03 CALL 6850                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -49 | NC      | $-271705.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | Lowes Companies, Inc. COM                                                                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        73 | NS      | $19313.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Credit Funding 4 Ltd.                                   | ANCHF 2016-4A CR                                                                                                                                       | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $923428.60    | 0.04%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO 1L CL 2ND INITIAL TLB                                | CRANE NXT CO 1L CL 2ND INITIAL TLB                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3954891 | PA      | $4690226.08   | 0.20%             | 2032-12-10      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                 | BK V5.95 PERP                                                                                                                                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5481493.98   | 0.23%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                            | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2573056.39   | 0.11%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | Synopsys Inc COM                                                                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        38 | NS      | $15732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Housing LLC                                             | BBC Military Housing-Navy Northeast LLC                                                                                                                | CUSIP: 664175AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2620346.76   | 0.11%             | 2049-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HIG FINANCE 2 LTD                                                 | N/A                                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |   3750000 | PA      | $4330227.04   | 0.18%             | 2031-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                 | D.R. Horton, Inc. COM                                                                                                                                  | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       116 | NS      | $18605.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                         | BRAVO 2022-NQM3 A3                                                                                                                                     | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1142018 | PA      | $1141624.02   | 0.05%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-mini S&P 500 Futures, Mar-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       916 | NC      | $-3687811.56  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                      | Mondelez International, Inc. CL A                                                                                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       333 | NS      | $20506.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM CORP                                                 | DNDCN 8.625 04/15/29 144A                                                                                                                              | CUSIP: 267486AA6<br>LEI: 549300XUQDPIC5QRY347 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2083532.76   | 0.09%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                                 | CASPER BIDCO SASU                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1178711.66   | 0.05%             | 2031-03-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cengage Learning                                                  | Cengage Learning Term Loan B 300 2031-03-01                                                                                                            | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   3426915 | PA      | $3336170.70   | 0.14%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RQ0064                                                                                                                                              | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3790032 | PA      | $3853912.02   | 0.16%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                               | HNDLIN 3.875 08/15/31 144A                                                                                                                             | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3290035.32   | 0.14%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                               | General Mills, Inc. COM                                                                                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       392 | NS      | $17730.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                           | Aon PLC SHS CL A                                                                                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |        53 | NS      | $17779.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | UWM HOLDINGS CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4732000 | PA      | $-4732000.00  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | Kinder Morgan, Inc. COM                                                                                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     32824 | NS      | $1092054.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                            | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4754.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOWTIE GERMANY BIDCO GMB                                          | BOWTIE GERMANY BIDCO GMBH                                                                                                                              | CUSIP: 000000000<br>LEI: 254900F23Z2F8RRW1Q10 | Long             | LON              | CORP              | DE        |    800000 | PA      | $936532.52    | 0.04%             | 2031-08-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Arcis Golf                                                        | Arcis Golf Term Loan B 275 2028-11-01                                                                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   1290886 | PA      | $1294513.48   | 0.05%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                               | BPL 5.85 11/15/43                                                                                                                                      | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3533194.50   | 0.15%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                 | POLARIS NEWCO LLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900LEPDAG7EDOA064 | Long             | DBT              | CORP              | US        |   2636274 | PA      | $2258733.01   | 0.09%             | 2026-06-04      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| Owl Rock CLO                                                      | Owl Rock CLO I LLC                                                                                                                                     | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4609145.72   | 0.19%             | 2036-02-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                 | BK V5.625 PERP M                                                                                                                                       | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999804.44    | 0.04%             | 2174-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                        | Fidelity National Information Services Inc COM                                                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       270 | NS      | $13759.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                             | NXP Semiconductors NV EUR0.20                                                                                                                          | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        78 | NS      | $17706.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2025-44 LTD                                               | OCP 2025-44A SUB                                                                                                                                       | CUSIP: 67570VAC4<br>LEI: 2138008X5U1G9VOKLJ76 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $1620000.00   | 0.07%             | 2038-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                        | TWLO 3.875 03/15/31                                                                                                                                    | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1884990.52   | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-594022.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                     | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4973700.90   | 0.21%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Falcon 2019-1 Aerospace Limited / Falcon 2019-1 Aerospace USA LLC | FLCON 2019-1 A                                                                                                                                         | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    225396 | PA      | $224495.28    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                       | HST 3.5 09/15/30 I                                                                                                                                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3458089.11   | 0.14%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | Autozone, Inc. COM                                                                                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         5 | NS      | $18777.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardonagh Finco Ltd.                                               | ARDGRP 7.75 02/15/31 144A                                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    850000 | PA      | $870361.94    | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4613940.00   | 0.19%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T Inc COM                                                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     36550 | NS      | $1023765.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                                 | The Hartford Insurance Group Inc. COM                                                                                                                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7309 | NS      | $1029326.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                            | Diamondback Energy Inc COM                                                                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       112 | NS      | $19496.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIMATER BIDCO II SAS                                             | CLIMATER BIDCO II SAS                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500ATB753O57B5L36 | Long             | LON              | CORP              | FR        |   2450000 | PA      | $2901911.69   | 0.12%             | 2032-03-22      | Floating      | 6.08%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -278314 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -16145000 | NC      | $-8191.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ONEOK INC                                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -1803670 | PA      | $-1803670.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                         | Healthpeak Properties Inc COM                                                                                                                          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      1079 | NS      | $19076.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Finance LLC.                                       | MS V0.015 10/23/29                                                                                                                                     | CUSIP: 61769HZV0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $11823300.00  | 0.50%             | 2029-10-23      | Fixed         | 0.01%                 | Yes           |                  3 | On Loan: No      |
| Expedia Group Inc                                                 | Expedia Group Inc COM NEW                                                                                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |        66 | NS      | $14235.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                             | Quanta Services, Inc. COM                                                                                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        39 | NS      | $21960.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALAS O'BRIEN INC                                                 | SALAS O'BRIEN INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    142857 | PA      | $142321.43    | 0.01%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | DELTA AIR LINES INC / SKYMILES                                                                                                                         | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3770453 | PA      | $-3770452.77  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                 | ALIANT 4.25 10/15/27 144A                                                                                                                              | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $715981.29    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL Corporation                                                   | PPL Corporation COM                                                                                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       540 | NS      | $21049.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure/Husky Technologies                                    | CompoSecure/Husky Technologies Term Loan B 225 2032-12-31                                                                                              | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2400000 | PA      | $2385000.00   | 0.10%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8012.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emcor Group Inc                                                   | Emcor Group Inc COM                                                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        29 | NS      | $21013.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.                                 | PNC Financial Services Group Inc. COM                                                                                                                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      4537 | NS      | $963431.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                              | GLW 4.375 11/15/57                                                                                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3426358.60   | 0.14%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                            | ARWLN F 12/15/29 REGS                                                                                                                                  | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3514404.64   | 0.15%             | 2029-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                      | Cadence Design Systems, Inc. COM                                                                                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        53 | NS      | $15974.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASSAU COMPANIES OF NEW YORK (THE)                                | NASSAU 7.875 07/15/30 144A                                                                                                                             | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |   3403000 | PA      | $3162038.33   | 0.13%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning                                                   | Ascend Learning First-lien Term Loan 300 2028-12-01                                                                                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   5236809 | PA      | $4974968.59   | 0.21%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                          | Visa Inc COM CL A                                                                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        55 | NS      | $17607.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                                     | Assurant Inc. 5.25% SUBORDINATED NOTES DUE JANUARY 15, 2061                                                                                            | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     58000 | NS      | $1190160.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | CVR ENERGY INC                                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | Short            | RA               | CORP              | US        |  -3701138 | PA      | $-3701137.50  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   3885000 | NC      | $414.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                       | Pepsico Inc COM                                                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       120 | NS      | $20368.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FIN (GTCR) 1L TLB CL USD                                | ASSETMARK FIN (GTCR) 1L TLB CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2593866 | PA      | $2541443.48   | 0.11%             | 2031-09-05      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                        | Kimberly-Clark Corporation COM                                                                                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       173 | NS      | $19279.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                                           | ZAYO 9.25 03/09/30 144A                                                                                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    675473 | PA      | $658574.39    | 0.03%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                        | MHED 5.75 08/01/28 144A                                                                                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3519445.66   | 0.15%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                          | Kimco Realty Corporation COM                                                                                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     45353 | NS      | $1068063.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUXEY MIDCO LTD                                                   | AUXEY MIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   5251130 | PA      | $4857295.25   | 0.20%             | 2027-06-29      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                      | SPH 5 06/01/31 144A                                                                                                                                    | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926124.20   | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                   | GE Healthcare Technologies Inc. COMMON STOCK                                                                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       213 | NS      | $17949.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                        | Constellation Brands, Inc. CL A                                                                                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       121 | NS      | $19101.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                       | Gold Futures, Apr-2026,ETH                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        27 | NC      | $807485.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                 | Wells Fargo & Co. COM                                                                                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       198 | NS      | $16127.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                   | ADC 2021-1A B                                                                                                                                          | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1480569.60   | 0.06%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                        | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4748647.51   | 0.20%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENA BIDCO GMBH                                                 | ATHENA BIDCO GMBH                                                                                                                                      | CUSIP: 000000000<br>LEI: 3912007R7X33FTYO8Z65 | Long             | LON              | CORP              | DE        |   1575000 | PA      | $1758515.06   | 0.07%             | 2032-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | CAPSTONE BORROWER INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4238781 | PA      | $-4238781.25  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                            | Motorola Solutions Inc COM NEW                                                                                                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        49 | NS      | $23630.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education Inc.                                        | MHED 8 08/01/29 144A                                                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6254347.05   | 0.26%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                 | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.5% NONCUMULATIVE PERPETUAL SERIES N PREFERRED  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALAS O'BRIEN INC                                                 | SALAS O'BRIEN INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    857143 | PA      | $853928.57    | 0.04%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P Global Inc COM                                                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        37 | NS      | $16349.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  15794000 | NC      | $220862.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | American Tower Corporation COM                                                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      5445 | NS      | $1044677.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                    | The Charles Schwab Corporation COM                                                                                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       188 | NS      | $17897.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa Group Holdings Ltd.                                         | BIFFLN 7.38 06/15/31 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |   1550000 | PA      | $2135478.74   | 0.09%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3 LTD                   | CGMS 2012-3A SUB                                                                                                                                       | CUSIP: 14309WAC2<br>LEI: 549300KW8WXBEPNZQZ89 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $5924.62      | 0.00%             | 2032-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                       | GBLATL V7.25 03/01/56 144A                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12150808.14  | 0.51%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                             | Camden Property Trust SH BEN INT                                                                                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      9720 | NS      | $1053064.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                                   | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1982335 | PA      | $1968287.17   | 0.08%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                          | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272000 | PA      | $247811.01    | 0.01%             | 2031-02-13      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                                   | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    816657 | PA      | $805082.85    | 0.03%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| FIRSTDIGITAL 1L TL                                                | FIRSTDIGITAL 1L TL                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7831260 | PA      | $7707502.93   | 0.32%             | 2026-12-17      | Floating      | 10.75%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -15795000 | NC      | $-78569.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bell Canada                                                       | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   6550000 | PA      | $6838645.40   | 0.29%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                     | STWD 6.5 07/01/30 144A                                                                                                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525212.63    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA - SOCIETA' BENEFIT                          | SAMMNT F 10/15/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600E3DBF7B132BA82 | Long             | DBT              | CORP              | IT        |   2025000 | PA      | $2389461.51   | 0.10%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                                          | TOTAL WEBHOSTING SOLUTIO                                                                                                                               | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   5500000 | PA      | $5756344.80   | 0.24%             | 2031-11-06      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                        | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1859960.35   | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                               | J. B. Hunt Transport Services, Inc. COM                                                                                                                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        91 | NS      | $21240.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                                      | Tapestry Inc COM                                                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       153 | NS      | $23786.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                      | TLWND 2019-1 A                                                                                                                                         | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7371485 | PA      | $7304616.23   | 0.31%             | 2044-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                        | Garmin Ltd COM CHF10.00                                                                                                                                | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        86 | NS      | $21743.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC                        | Jones DesLauriers (Navacord) Term Loan B 275 2030-03-01                                                                                                | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    198995 | PA      | $194766.33    | 0.01%             | 2030-03-15      | Floating      | 6.59%                 | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -991 | NC      | $-247750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                           | PrimeSource Term Loan B 450 2031-09-17                                                                                                                 | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   2167000 | PA      | $2154431.40   | 0.09%             | 2031-03-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO I LTD                                                | MCLO 2013-5A SUB                                                                                                                                       | CUSIP: 56576UAC3<br>LEI: ZQS1X5VM6RB8UXDJ3P66 | Long             | ABS-CBDO         | CORP              | KY        |   3566667 | PA      | $356.67       | 0.00%             | 2027-11-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARCEL BIDCO LLC                                                  | MARCEL BIDCO LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    493778 | PA      | $480816.40    | 0.02%             | 2030-11-13      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                        | DVA 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1121391.37   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capmark Military Hsg Tr Xxxvii                                    | CPMRK 2007-AET2 A                                                                                                                                      | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441560 | PA      | $437057.44    | 0.02%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| GRANT THORNTON 1L TLB CL EURO                                     | GRANT THORNTON 1L TLB CL EURO                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1275000 | PA      | $1400210.42   | 0.06%             | 2032-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                      | SPH 6.5 12/15/35 144A                                                                                                                                  | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   4562000 | PA      | $4515621.93   | 0.19%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                           | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1242859.20   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                          | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $866227.37    | 0.04%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cbc Ins Rev Securitization Llc                                    | CBCI 2016-1 A                                                                                                                                          | CUSIP: 12479MAH1<br>LEI: 54930084NLD71YMN4154 | Long             | ABS-O            | CORP              | US        |    252850 | PA      | $232866.72    | 0.01%             | 2046-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                         | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33510.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henry Schein, Inc.                                                | Henry Schein, Inc. COM                                                                                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       237 | NS      | $19526.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                      | CF Industries Holdings, Inc. COM                                                                                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11209 | NS      | $1115743.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                     | NiSource Inc. COM                                                                                                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       435 | NS      | $20575.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                           | Molina Healthcare, Inc. COM                                                                                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       112 | NS      | $17253.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                                    | Globe Life Inc 4.250% JUNIOR SUBORDINATED DEBENTURES DUE JUNE 15, 2061                                                                                 | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |     11000 | NS      | $186340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                        | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1664216.24   | 0.07%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                      | TLWND 2019-1 B                                                                                                                                         | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2050214 | PA      | $2020967.79   | 0.08%             | 2044-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                        | Ameriprise Financial, Inc. COM                                                                                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        36 | NS      | $16924.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Advisor Solutions (fka NorthStar Financial Services Group)  | Orion Advisor Solutions (fka NorthStar Financial Services Group) Term Loan B 325 2030-09-01                                                            | CUSIP: 68627BAK1<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |   5540166 | PA      | $5318559.58   | 0.22%             | 2030-09-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ENERGY TRANSFER LP                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3785750 | PA      | $-3785750.00  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       991 | NC      | $439756.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | POWSOL 6.75 09/15/32 144A                                                                                                                              | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1557037.50   | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                 | ARES GLOBAL LOAN FUNDING 1                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250649 | PA      | $4980453.11   | 0.21%             | 2034-10-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc  | SLVRR 2019-1 A                                                                                                                                         | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6417076 | PA      | $6383771.47   | 0.27%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                               | HWIRE 2024-1A C                                                                                                                                        | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2073402.40   | 0.09%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                                    | DRIVE BIDCO BV                                                                                                                                         | CUSIP: 000000000<br>LEI: 254900SO04XJ573VEQ93 | Long             | LON              | CORP              | NL        |   2200000 | PA      | $2607955.67   | 0.11%             | 2031-06-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                        | Davita Inc COM                                                                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       152 | NS      | $23757.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Ltd Duration Income Fund                              | Eaton Vance Ltd Duration Income Fund COM                                                                                                               | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    141764 | NS      | $1397793.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                        | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1653258.81   | 0.07%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                        | Intuit Inc COM                                                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        27 | NS      | $11043.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RQ0095                                                                                                                                              | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18008040 | PA      | $18309739.19  | 0.77%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        | -15796000 | NC      | $-78574.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                            | Texas Instruments Inc. COM                                                                                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        99 | NS      | $20998.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell Canada                                                       | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $2011043.60   | 0.08%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                   | TRUEPT F 07/15/32 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $353933.32    | 0.01%             | 2032-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                          | Illinois Tool Works Inc. COM                                                                                                                           | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        71 | NS      | $20634.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPPER MERGER SUB INC                                             | HOPPER MERGER SUB INC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   3000000 | PA      | $3528124.41   | 0.15%             | 2033-01-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                            | AMPBEV 4 09/01/29 144A                                                                                                                                 | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2195203.03   | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | FLNG LIQUEFACTION 2 LLC                                                                                                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -189062 | PA      | $-189062.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                      | CERB 2023-1A D                                                                                                                                         | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2489886.00   | 0.10%             | 2035-03-22      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                            | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1640780.31   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL                                        | MANNINGTON MILLS 1L TLB CL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2010332 | PA      | $1990228.81   | 0.08%             | 2032-03-07      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |   -279427 | NC      | $-21698.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-410.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust, Inc.                                        | Essex Property Trust, Inc. COM                                                                                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4140 | NS      | $1056155.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SNACKING INVESTMENTS US                                           | SNACKING INVESTMENTS US                                                                                                                                | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |   1150000 | PA      | $1148562.50   | 0.05%             | 2032-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING 1L TL-A                                               | SHO HOLDING 1L TL-A                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    278323 | PA      | $278322.59    | 0.01%             | 2029-06-30      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| SHO HOLDING 1L ROLL-UP TL-B                                       | SHO HOLDING 1L ROLL-UP TL-B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    851903 | PA      | $843384.46    | 0.04%             | 2029-06-30      | Floating      | 10.93%                | No            |                  3 | On Loan: No      |
| SHO HOLDING 1L TAKEBACK TL-C                                      | SHO HOLDING 1L TAKEBACK TL-C                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    432787 | PA      | $380852.68    | 0.02%             | 2029-06-30      | Floating      | 6.43%                 | No            |                  3 | On Loan: No      |
| SHO HOLDING 1L REV FUNDED                                         | SHO HOLDING 1L REV FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295159 | PA      | $295159.39    | 0.01%             | 2029-06-30      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| Labcorp Holdings Inc                                              | Labcorp Holdings Inc COM SHS                                                                                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $19949.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AENOVA HOLDING 1L CL TLB EUR REFI                                 | AENOVA HOLDING 1L CL TLB EUR REFI                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1725000 | PA      | $2049133.93   | 0.09%             | 2031-08-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                            | ARWLN 9.625 12/15/29 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2698095.96   | 0.11%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                         | Caesars Entertainment Inc Term Loan B 225 2030-02-01                                                                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    446875 | PA      | $443246.37    | 0.02%             | 2030-02-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $522773.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                     | Veralto Corp. COM SHS                                                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       184 | NS      | $17927.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                        | L3 Harris Technologies Inc COM                                                                                                                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        63 | NS      | $22966.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumina Pty Ltd.                                                  | AA 6.375 09/15/32 144A                                                                                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   2850000 | PA      | $2958981.15   | 0.12%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPI CG Inc.                                                       | CPICAR 10 07/15/29 144A                                                                                                                                | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |   5739000 | PA      | $6063060.04   | 0.25%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                | Take-Two Interactive Software Inc. COM                                                                                                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        73 | NS      | $15438.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                 | FirstEnergy Corp. COM                                                                                                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     21272 | NS      | $1088275.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                                | RYASPE 4.375 02/01/30 144A                                                                                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1070002.45   | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | Yum! Brands Inc. COM                                                                                                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       125 | NS      | $21020.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                               | EXE 5.375 02/01/29                                                                                                                                     | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1398263.50   | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                                                        | DexCom Inc COM                                                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       265 | NS      | $19458.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-763236.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN III LTD                                                       | SUN III LTD                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2400000 | PA      | $2782432.50   | 0.12%             | 2032-11-08      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                            | PRM 6.25 01/15/34 144A                                                                                                                                 | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $652963.71    | 0.03%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | TD Secs US                                                                                                                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1914188 | PA      | $-1914187.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                       | Invesco Ltd COM STK USD0.20                                                                                                                            | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       668 | NS      | $17541.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC.                                            | FABSJV 6.2 01/25/37                                                                                                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $5086734.44   | 0.21%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ACCIDENT FUND INSURANCE COMPANY                                                                                                                        | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2661900 | PA      | $-2661900.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                  | YUM 4.625 01/31/32                                                                                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1953751.53   | 0.08%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                       | GBLATL 3.125 06/15/31 144A                                                                                                                             | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1577171.73   | 0.07%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NORD ANGLIA(FUGUE)1L TLB CL EUR                                   | NORD ANGLIA(FUGUE)1L TLB CL EUR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1177601.05   | 0.05%             | 2032-01-09      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                       | SUMILF V5.875 09/10/55 144A                                                                                                                            | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   5250000 | PA      | $5322114.00   | 0.22%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $53.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REVENIR ENERGY INC COMMON                                         | REVENIR ENERGY INC COMMON                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2359 | NS      | $259.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1 B FUNDED                                       | THUNDERBIRD 2022-1 B FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2640137.25   | 0.11%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Anticimex                                                         | Anticimex Term Loan B 300 2031-11-01                                                                                                                   | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   2645007 | PA      | $2646672.92   | 0.11%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC                                                    | AITX FINCO LLC                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4551072.17   | 0.19%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Franklin Resources Inc.                                           | Franklin Resources Inc. COM                                                                                                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     38214 | NS      | $1014199.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                        | HV STRUCTURED SOLUTIONS IV                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4397725 | PA      | $4368508.36   | 0.18%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | HOWMET AEROSPACE INC                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |   -883750 | PA      | $-883750.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                        | Blackhawk Network Holdings Term Loan B 350 2029-03-01                                                                                                  | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1732937.50   | 0.07%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                         | Caesars Entertainment Inc Term Loan B-1 225 2031-02-01                                                                                                 | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1965000 | PA      | $1944367.50   | 0.08%             | 2031-02-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | MOZART DEBT MERGER SU                                                                                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3967422 | PA      | $-3967422.50  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-95.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                               | AVTR 3.875 11/01/29 144A                                                                                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    925000 | PA      | $883050.82    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPLORE INC - CVR                                                  | XPLORE INC - CVR                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4673 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Enviri Corp.                                                      | NVRI 5.75 07/31/27 144A                                                                                                                                | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   3824000 | PA      | $3827212.16   | 0.16%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | ENERGY TRANSFER LP                                                                                                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1669875 | PA      | $-1669875.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                                       | AP GRANGE HOLDINGS DEFERRAL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    843680 | PA      | $843679.64    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Automatic Data Processing, Inc.                                   | Automatic Data Processing, Inc. COM                                                                                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        69 | NS      | $14790.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 3 SARL                                           | Aggreko Term Loan B 300 2031-05-01                                                                                                                     | CUSIP: 01330EAD0<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |    350000 | PA      | $349783.00    | 0.01%             | 2031-05-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                | Ralph Lauren Corp. CL A                                                                                                                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        50 | NS      | $18130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                   | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    850000 | PA      | $892443.90    | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                          | O'Reilly Automotive Inc. COM                                                                                                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       191 | NS      | $17931.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | TRS AUTOC 2NC1 WO 60B                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corporation                                                  | Pool Corporation COM                                                                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        75 | NS      | $17038.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 4.5 01/19/63                                                                                                                                    | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4150000 | PA      | $3212515.00   | 0.13%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                              | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    273050 | PA      | $232092.50    | 0.01%             | 2030-06-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                | ADT 4.875 07/15/32 144A                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970077.70    | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                  | ALLOHE F 02/15/33 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |   1425000 | PA      | $1684967.57   | 0.07%             | 2033-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                                | ZEPHYR MIDCO 2 LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   4000000 | PA      | $5017394.22   | 0.21%             | 2028-07-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | Sysco Corporation COM                                                                                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       243 | NS      | $22151.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | ARE 5.625 05/15/54                                                                                                                                     | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483705.89    | 0.02%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                               | CHRYSAOR BIDCO SARL                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | US        |   2992500 | PA      | $2981278.13   | 0.12%             | 2031-10-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | PARTNERRE FINANCE B LLC                                                                                                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -852054 | PA      | $-852053.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | UAL 2015-1 AA                                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -493302 | PA      | $-493302.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                          | Darden Restaurants, Inc. COM                                                                                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       100 | NS      | $21385.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                                   | First Solar Inc COM                                                                                                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        69 | NS      | $13606.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                         | Palantir Technologies Inc CL A                                                                                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        96 | NS      | $13170.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3171129.50   | 0.13%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                               | HWIRE 2021-1 C                                                                                                                                         | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5196127.13   | 0.22%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                      | Nordson Corp COM                                                                                                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        76 | NS      | $22301.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | FOUNDRY JV HOLDCO LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -554812 | PA      | $-554812.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                            | Truist Financial Corp. COM                                                                                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     20098 | NS      | $991032.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                       | Hologic Inc COM                                                                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       240 | NS      | $18086.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2232116.84  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Rb Global Holdings Inc.                                           | RBACN 7.75 03/15/31 144A                                                                                                                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1819413.75   | 0.08%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                      | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1194455.94   | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                   | PFSI 7.125 11/15/30 144A                                                                                                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2724263.60   | 0.11%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | CHARLES SCHWAB CORPORATION                                                                                                                             | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2760188 | PA      | $-2760187.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                    | Albemarle Corp COM                                                                                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       219 | NS      | $39128.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                                              | Transdigm Group Inc. COM                                                                                                                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $1047443.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Acquisition Trust 2006 Rm1                     | JPMAC 2006-WMC4 A1A                                                                                                                                    | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271662 | PA      | $808874.47    | 0.03%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                            | Micron Technology Inc. COM                                                                                                                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        68 | NS      | $28041.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HOLDCO II LLC                                                | MIWIDO 5.5 02/01/30 144A                                                                                                                               | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117137.60    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                    | Air Products & Chemicals, Inc. COM                                                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |        76 | NS      | $20950.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | TRS AUTOC 2NC1 RTY 60B                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-197.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPC ACQUISITION CORP                                              | NIC ACQUISITION CORP                                                                                                                                   | CUSIP: 12656UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1043229 | PA      | $856564.09    | 0.04%             | 2028-01-03      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                | Johnson Controls International PLC COM USD1.00                                                                                                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |       163 | NS      | $23520.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                               | Halliburton Company COM                                                                                                                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       619 | NS      | $22284.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                   | PFSI 6.875 02/15/33 144A                                                                                                                               | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2803102.40   | 0.12%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                   | CBRE Group Inc. CL A                                                                                                                                   | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       115 | NS      | $16980.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPIENCIA BIDCO SL                                                | SAPIENCIA BIDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900VIB4XRJKYIVZ64 | Long             | LON              | CORP              | ES        |   1750000 | PA      | $2063903.27   | 0.09%             | 2033-01-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INSPIRED FINCO HOLDINGS                                           | INSPIRED FINCO HOLDINGS                                                                                                                                | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |   3800000 | PA      | $4483728.70   | 0.19%             | 2031-02-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 6.78 01/13/55 144A                                                                                                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1700000 | PA      | $1875066.00   | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| OneAmerica Financial Partners Inc.                                | ONEAM 4.25 10/15/50 144A                                                                                                                               | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1328468.25   | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                                            | FINANCIERE MENDEL SASU                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1106882 | PA      | $1108265.48   | 0.05%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                             | TRS SPY US EQUITY                                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $7153321.89   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 4.375 02/02/52                                                                                                                                     | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   4800000 | PA      | $3794887.20   | 0.16%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asurion                                                           | Asurion First-lien Term Loan B-13 425 2030-09-01                                                                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1791000 | PA      | $1785179.25   | 0.07%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.               | HCSERV 5.875 06/15/54 144A                                                                                                                             | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5853550.26   | 0.25%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                        | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   5400000 | PA      | $5597742.60   | 0.23%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                      | Costco Wholesale Corporation COM                                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        21 | NS      | $21226.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | COBANK ACB                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -4240875 | PA      | $-4240875.00  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST PHYSICIAN ADMINISTRATIVE SERVICES LLC                     | MIDWEST PHYSICIAN ADMINS                                                                                                                               | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |   1172663 | PA      | $1005558.18   | 0.04%             | 2028-03-13      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                            | BSTRM 2023-1A B                                                                                                                                        | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013895.80   | 0.04%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| THEVELIA (US) LLC                                                 | THEVELIA US LLC                                                                                                                                        | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1570614 | PA      | $1545091.55   | 0.06%             | 2029-06-18      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                     | U.S. Bancorp. COM NEW                                                                                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     18065 | NS      | $987432.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                       | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |     -1388 | NC      | $-130125.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | TRS IBXXLLTR INDEX                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-994446.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                         | Adobe Inc COM                                                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        52 | NS      | $13645.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGENOVIS HEALTH INC                                              | Ingenovis Health Inc                                                                                                                                   | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6557014 | PA      | $1797736.54   | 0.08%             | 2028-03-06      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| AmSpec                                                            | AmSpec Term Loan B 350 2031-12-01                                                                                                                      | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    597120 | PA      | $597496.19    | 0.03%             | 2031-12-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| KESTRA ADVISOR SERVICES HOLDINGS A INC                            | Kestra Advisor Services Term Loan B 300 2031-03-01                                                                                                     | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    997481 | PA      | $979556.37    | 0.04%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | COBANK ACB                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |   -492500 | PA      | $-492500.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | UAL 3.45 12/01/27                                                                                                                                      | CUSIP: 90932LAA5<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    344392 | PA      | $340129.60    | 0.01%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                               | Vici Properties Inc COM                                                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     35317 | NS      | $1066926.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                                            | Qnity Electronics Inc. COMMON STOCK                                                                                                                    | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |       208 | NS      | $26366.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                             | Uber Technologies Inc COM                                                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       213 | NS      | $16064.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                               | Arista Networks Inc COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       136 | NS      | $18156.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                       | TRS GSVLFRT1 INDEX                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-937817.66   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                                     | CTL - AZ BATTERY PROPERTY LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3051689.55   | 0.13%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                  | HARSCO CORPORATION                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3048054 | PA      | $-3048053.75  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1523958 | PA      | $1509577.75   | 0.06%             | 2032-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rfna LP                                                           | RFNALP 7.875 02/15/30 144A                                                                                                                             | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647077.14    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V6.3 PERP DD                                                                                                                                       | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999646.60    | 0.04%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ACACN                                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2420883 | PA      | $-2420883.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | STATE STREET CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -1368500 | PA      | $-1368500.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc.                                             | Align Technology Inc. COM                                                                                                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       109 | NS      | $20720.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | CORNING INC                                                                                                                                            | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -3018625 | PA      | $-3018625.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                       | SVC 2023-1A B                                                                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3672250 | PA      | $3673919.77   | 0.15%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                   | Blue Ribbon Llc                                                                                                                                        | CUSIP: 69382EAB8<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   2159027 | PA      | $2115846.41   | 0.09%             | 2028-05-08      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| National Life Insurance Co.                                       | LIFEVT 10.5 09/15/39 144A                                                                                                                              | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $4579146.49   | 0.19%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CELESTE BIDCO BV                                                  | CELESTE BIDCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500F89CC5A01B8C37 | Long             | LON              | CORP              | NL        |   3750000 | PA      | $4446708.17   | 0.19%             | 2029-07-02      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L DDTL FUNDED                                   | FACILITIES GROUP 1L DDTL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3226201 | PA      | $3185262.50   | 0.13%             | 2027-11-30      | Floating      | 10.06%                | No            |                  3 | On Loan: No      |
| FACILITIES GROUP 1L TL                                            | FACILITIES GROUP 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3173655 | PA      | $3133383.74   | 0.13%             | 2027-11-30      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| Royalty Pharma PLC                                                | RPRX 3.55 09/02/50                                                                                                                                     | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $1488038.62   | 0.06%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | CROSSCOUNTRY INTERMEDIATE HOLD                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4977500 | PA      | $-4977500.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | Goldman Sachs Group, Inc. COM                                                                                                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        20 | NS      | $17191.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                                         | MIDCAP FUNDING XLVI TRUST                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4850000.00   | 0.20%             | 2028-04-15      | Floating      | 6.49%                 | No            |                  3 | On Loan: No      |
| Dominion Energy Inc                                               | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2290628.25   | 0.10%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | DOMINION ENERGY INC                                                                                                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -2092500 | PA      | $-2092500.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Godaddy Inc                                                       | Godaddy Inc CL A                                                                                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |       140 | NS      | $12202.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | BANK OF AMERICA CORP                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -1335250 | PA      | $-1335250.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2833499.93   | 0.12%             | 2039-02-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | REYNOLDS AMERICAN INC                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -4210798 | PA      | $-4210797.50  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2024-58                                      | MDPK 2024-58A D                                                                                                                                        | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1690505.84   | 0.07%             | 2037-04-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ACCURIDE 1L EXIT TL                                               | ACCURIDE 1L EXIT TL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2304134 | PA      | $4272112.57   | 0.18%             | 2030-03-07      | Floating      | 5.81%                 | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                                         | FTAI AIRCRAFT LEASING FUN                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  17250000 | NS      | $18135390.75  | 0.76%             |  |  |  | No            |                  3 | On Loan: No      |
| Revvity Inc                                                       | Revvity Inc COM                                                                                                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       174 | NS      | $17105.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                | Cintas Corporation COM                                                                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $19509.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                        | Occidental Petroleum Corp. COM                                                                                                                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     22922 | NS      | $1216699.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                                        | Chubb Ltd. ORD CHF24.15                                                                                                                                | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3168 | NS      | $1079844.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL A                                                                                                                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        31 | NS      | $9664.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | SUMITOMO LIFE INSURANCE CO                                                                                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -5142112 | PA      | $-5142112.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOL                                          | ENGINEERED MACHINERY HOLDINGS INC                                                                                                                      | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1889927.40   | 0.08%             | 2032-11-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| United Pacific (Apro)                                             | United Pacific (Apro) Term Loan B 375 2031-06-11                                                                                                       | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   3535437 | PA      | $3545159.01   | 0.15%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| AUTOSCOUT24 USD 1L TLB CL                                         | AUTOSCOUT24 USD 1L TLB CL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   2187526 | PA      | $1941429.52   | 0.08%             | 2031-12-10      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | JPMORGAN CHASE & CO                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2370000 | PA      | $-2370000.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                      | NVIDIA Corp. COM                                                                                                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        98 | NS      | $17364.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                | Coca-Cola Co (The) COM                                                                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       256 | NS      | $20879.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | SUBURBAN PROPANE PARTNERS L.P.                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4025965 | PA      | $-4025965.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                 | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $726888.33    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                      | CERB 2025-4A D                                                                                                                                         | CUSIP: 15674YAG3<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2551516.23   | 0.11%             | 2038-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services                                         | Osmose Utilities Services Term Loan B 325 2028-05-31                                                                                                   | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    210470 | PA      | $203366.94    | 0.01%             | 2028-06-22      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | MPLX LP                                                                                                                                                | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -3194362 | PA      | $-3194362.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MTG SEC COR TR 2020-DUNE                                       | GSMS 2020-DUNE E                                                                                                                                       | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631090 | PA      | $1558694.73   | 0.07%             | 2036-12-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB6475                                                                                                                                              | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742514 | PA      | $1759774.77   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W.R. Grace                                                        | W.R. Grace Term Loan B 300 2032-08-03                                                                                                                  | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   1346625 | PA      | $1344376.14   | 0.06%             | 2032-08-09      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| MAHSEER HOLDINGS LLC                                              | PennAero Term Loan B 325 2033-01-18                                                                                                                    | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    862069 | PA      | $863689.66    | 0.04%             | 2033-02-07      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                        | Apple Inc. COM                                                                                                                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |        65 | NS      | $17171.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                            | Fair Isaac Corporation COM                                                                                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        10 | NS      | $14093.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | SPIRE INC                                                                                                                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -4708594 | PA      | $-4708593.75  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                 | Omnicom Group Inc COM                                                                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     15391 | NS      | $1312698.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols S.A.                                                      | GRFSM 4.75 10/15/28 144a                                                                                                                               | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1350000 | PA      | $1332942.22   | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1          | MSRM 2025-NQM10 XS                                                                                                                                     | CUSIP: 617955AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  66429267 | PA      | $2670150.95   | 0.11%             | 2070-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | Freeport-McMoRan Inc. CL B                                                                                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       387 | NS      | $26346.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                                 | POWSOL 4.75 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $361682.04    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Garden SpinCo Corp                                                | NEOG 8.625 07/20/30 144A                                                                                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2618351.75   | 0.11%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                    | ConocoPhillips COM                                                                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9628 | NS      | $1092392.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | BELROSE FUNDING TRUST                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3004312 | PA      | $-3004312.50  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| WONDER LAKE PARK CLO LTD                                          | WONPK 2025-1A SUB                                                                                                                                      | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $2785166.00   | 0.12%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                           | CRH PLC ORD EUR 0.32                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       141 | NS      | $16917.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANT POINT CLO 2025-7 LTD                                        | BRTPT 2025-7A SUB                                                                                                                                      | CUSIP: 10548TAC8<br>LEI: 254900SYDO6XHQEXFS10 | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $1728984.00   | 0.07%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                | Atmos Energy Corp. COM                                                                                                                                 | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       108 | NS      | $20173.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSNETWORK LLC                                                  | TRANSNETWORK LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300QF18JL5NEFRT47 | Long             | LON              | CORP              | US        |   1876071 | PA      | $1688463.47   | 0.07%             | 2030-12-30      | Floating      | 8.41%                 | No            |                  3 | On Loan: No      |
| OCP CLO LTD 2021-21                                               | OCP 2021-21A ER                                                                                                                                        | CUSIP: 670897AE7<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $957309.20    | 0.04%             | 2038-01-20      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| TSG SOLUTIONS HOLDING                                             | TSG SOLUTIONS HOLDING                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LKBUJJXR2GYZ38 | Long             | LON              | CORP              | FR        |   4775000 | PA      | $5648714.58   | 0.24%             | 2032-04-30      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6354424.80   | 0.27%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMBASSADOR THEATRE 1L TLB CL GBP                                  | AMBASSADOR THEATRE 1L TLB CL GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3000000 | PA      | $4032094.50   | 0.17%             | 2032-04-19      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                     | Regions Financial Corporation COM                                                                                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     35334 | NS      | $983345.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                                                 | UPBOUND GROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   1546125 | PA      | $1542259.69   | 0.06%             | 2032-08-19      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                                        | CAPSTONE ACQUISITION 1L TL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8255117 | PA      | $8221215.29   | 0.34%             | 2029-11-12      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                                           | CLIFFWATER LLC 1L TL CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6758925 | PA      | $6739005.70   | 0.28%             | 2032-04-22      | Floating      | 9.31%                 | No            |                  3 | On Loan: No      |
| Conair Holdings                                                   | Conair Holdings Term Loan B 375 2028-05-02                                                                                                             | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   1321407 | PA      | $713559.93    | 0.03%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| MAHSEER HOLDINGS LLC                                              | N/A                                                                                                                                                    | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    137931 | PA      | $138190.34    | 0.01%             | 2033-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                           | Arch Capital Group Ltd. COM USD0.01                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     10593 | NS      | $1060888.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                          | BX 2024-AIRC C                                                                                                                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1387602 | PA      | $1391070.86   | 0.06%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| The Trade Desk Inc                                                | The Trade Desk Inc COM CL A                                                                                                                            | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       457 | NS      | $10885.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERVANTES BIDCO SLU                                               | CERVANTES BIDCO SLU                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |   2400000 | PA      | $2835600.00   | 0.12%             | 2031-07-07      | Floating      | 5.78%                 | No            |                  3 | On Loan: No      |
| HP Inc                                                            | HP Inc COM                                                                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       704 | NS      | $13368.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilton Re Limited                                                 | WILTON V6 PERP 144A                                                                                                                                    | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   6786000 | PA      | $6688352.11   | 0.28%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                        | ACCINV F 05/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $712988.35    | 0.03%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| KERSIA INTERNATIONAL SAS                                          | KERSIA INTERNATIONAL SAS                                                                                                                               | CUSIP: 000000000<br>LEI: 969500J08NJW6YSO2H50 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1181500.00   | 0.05%             | 2030-12-23      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC (COGNITA)                                     | LERNEN US FINCO LLC (COGNITA)                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   1000000 | PA      | $1189002.52   | 0.05%             | 2031-10-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| HighTower                                                         | HighTower Term Loan B 275 2032-02-01                                                                                                                   | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   7897125 | PA      | $7773772.36   | 0.33%             | 2032-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AL GCX HOLDINGS LLC                                               | ArcLight GCX Term Loan B 225 2032-12-06                                                                                                                | CUSIP: 00162DAE5<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    150000 | PA      | $149907.00    | 0.01%             | 2032-12-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                           | PRE V4.5 10/01/50                                                                                                                                      | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    950000 | PA      | $918174.43    | 0.04%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEIV 2025 A 1                                                    | STEIV 2025 A 1                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1062141.00   | 0.04%             | 2046-04-15      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| HUNTER DOUGLAS HOLDING                                            | N/A                                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |   1250000 | PA      | $1477982.66   | 0.06%             | 2032-01-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Astrion (Engineering Research and Consulting)                     | Astrion (Engineering Research and Consulting) Term Loan B 500 2031-08-06                                                                               | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4554000 | PA      | $3552120.00   | 0.15%             | 2031-08-29      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.95 03/25/51                                                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1390105.56   | 0.06%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | WOLVERINE WORLD WIDE INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -4167900 | PA      | $-4167900.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | GREAT LAKES DREDGE & DOCK CORP                                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -2019600 | PA      | $-2019600.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                               | DAL 4.75 10/20/28 144A                                                                                                                                 | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3620833 | PA      | $3652143.94   | 0.15%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc.                                        | MTX 5 07/01/28 144A                                                                                                                                    | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1344937.50   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                      | Autodesk Inc COM                                                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        60 | NS      | $14752.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | UNITED AIRLINES INC                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | RA               | CORP              | US        |  -1902281 | PA      | $-1902281.25  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TVL Finance PLC                                                   | TRAVEL F 06/30/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |   3500000 | PA      | $3830838.91   | 0.16%             | 2030-06-30      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -10090625 | NC      | $-4901.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                             | International Business Machines Corp. COM                                                                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        58 | NS      | $13932.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                            | Palo Alto Networks Inc COM                                                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        93 | NS      | $13849.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                                     | FactSet Research Systems Inc. COM                                                                                                                      | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        62 | NS      | $13442.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 46(M) LTD                              | GOCAP 2019-46A CR                                                                                                                                      | CUSIP: 38178UAE9<br>LEI: 25490039QWFXO8F0DR53 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2597155.08   | 0.11%             | 2037-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                             | QUIKHO 6.75 03/01/33 144A                                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2520680.80   | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ALTRIA GROUP INC                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -3937500 | PA      | $-3937500.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| TACKLE SARL                                                       | TACKLE SARL                                                                                                                                            | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |   3187842 | PA      | $3766472.43   | 0.16%             | 2028-05-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                  | VBTEL 2026-1A D                                                                                                                                        | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2315345.83   | 0.10%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                       | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3972222 | PA      | $3934739.03   | 0.16%             | 2032-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | FERTITTA ENTERTAINMENT LLC                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -3184875 | PA      | $-3184875.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                              | OR 2024-16A C                                                                                                                                          | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2652675.97   | 0.11%             | 2036-04-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                   | MDPK 2025-71A E                                                                                                                                        | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1461546.15   | 0.06%             | 2038-04-23      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| SHO EQUITY                                                        | SHO EQUITY                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $603024.55    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Capmark Military Housing Tr XXIII                                 | CPMRK 2007-AETC A1                                                                                                                                     | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1463376 | PA      | $1352615.42   | 0.06%             | 2052-02-10      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CME Group Inc.                                                    | CME Group Inc. COM                                                                                                                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3458 | NS      | $1104831.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hunter Douglas                                                    | Hunter Douglas Term Loan B 325 2032-01-05                                                                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   3613500 | PA      | $3609741.96   | 0.15%             | 2032-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                       | MTCHII 3.625 10/01/31 144A                                                                                                                             | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    875000 | PA      | $793967.48    | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONCORDE LUX SARL                                                 | CONCORDE LUX SARL                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900DAXSLQJEJR6438 | Long             | LON              | CORP              | LU        |   3900000 | PA      | $3677663.32   | 0.15%             | 2030-03-04      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                 | Exxon Mobil Corp. COM                                                                                                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       150 | NS      | $22875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners Clo 69(M)                                  | GOCAP 2023-69A DR                                                                                                                                      | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   8900000 | PA      | $8786277.58   | 0.37%             | 2038-11-09      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Limited                                           | MBNAU 9.5 06/24/19 144A                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2667995 | PA      | $6669.99      | 0.00%             | 2019-06-24      | Fixed         | 9.50%                 | Yes           |                  3 | On Loan: No      |
| CVR Energy Inc.                                                   | CVI 5.75 02/15/28 144A                                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    960000 | PA      | $958275.46    | 0.04%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTER POINT NAV LENDING FUND                                     | HUNTER POINT NAV LENDING FUND                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8146293 | PA      | $8146293.03   | 0.34%             | 2033-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion                                                           | Asurion First-lien Term Loan B-12 425 2030-09-01                                                                                                       | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    691250 | PA      | $689176.25    | 0.03%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                     | QUALCOMM Inc. COM                                                                                                                                      | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7289 | NS      | $1037662.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust, Series 1                                       | Invesco QQQ Trust, Series 1 UNIT SER 1                                                                                                                 | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |      2383 | NS      | $1447172.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                                     | SGI 3.875 10/15/31 144A                                                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657090.91    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                          | FCO 2017-9A DR                                                                                                                                         | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8023434.40   | 0.34%             | 2033-10-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | PENN NATIONAL GAMING INC                                                                                                                               | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -840438 | PA      | $-840437.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                          | Bayer's Environmental Science Professional First-lien Term Loan 437.5 2029-07-23                                                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   1668213 | PA      | $1634231.58   | 0.07%             | 2029-10-04      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                 | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.25% NONCUMULATIVE PERPETUAL SERIES L PREFERRED | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    158000 | NS      | $31.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                                               | Incyte Corporation. COM                                                                                                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       189 | NS      | $19140.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                           | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6356634.01   | 0.27%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                | KW 4.75 02/01/30                                                                                                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1406376.76   | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN 4.5 03/15/42                                                                                                                                     | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $368009.71    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V4.15 PERP Y                                                                                                                                         | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994974.80   | 0.08%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | Thermo Fisher Scientific Inc COM                                                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        31 | NS      | $16154.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMontaigne Partners LLC                                       | TLP 8.5 06/15/30 144A                                                                                                                                  | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1933220.40   | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 27 LTD                         | NEUB 2020-38A ER2                                                                                                                                      | CUSIP: 64133TAN2<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $709374.98    | 0.03%             | 2036-10-20      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Z   | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    183750 | NS      | $3651112.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetwater Sound                                                  | Sweetwater Sound Term Loan B 400 2033-02-01                                                                                                            | CUSIP: 87168EAD6<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2002500.00   | 0.08%             | 2033-02-11      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8888992.50   | 0.37%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                  | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $4191803.88   | 0.18%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE SA                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1027737 | PA      | $-1027736.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DYAL III SERIES A ISSUER B                                        | DYAL III SERIES A ISSUER B                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3649317 | PA      | $3563006.15   | 0.15%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| The Cigna Group                                                   | The Cigna Group COM                                                                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3607 | NS      | $1045380.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                                   | ARES FINANCE CO IV LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300L8G1E7ZHVEOG75 | Short            | RA               | CORP              | US        |  -2695750 | PA      | $-2695750.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                | Coterra Energy Inc COM                                                                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       666 | NS      | $20372.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAUDIUS FINANCE SARL                                             | CLAUDIUS FINANCE SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |   5150000 | PA      | $5743980.40   | 0.24%             | 2028-07-03      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pacific Bells                                                     | Pacific Bells Term Loan B (Add-on) 375 2028-11-10                                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   7728962 | PA      | $7738622.85   | 0.32%             | 2028-11-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN 4.55 03/15/52                                                                                                                                    | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1754000 | PA      | $1432233.68   | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Erie Indemnity Co                                                 | Erie Indemnity Co CL A                                                                                                                                 | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        65 | NS      | $17513.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 ISSUER LLC                                                  | VBTEL 2026-1A F                                                                                                                                        | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975000 | PA      | $2022167.35   | 0.08%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO                                           | QUANTUM BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2400000 | PA      | $2843397.90   | 0.12%             | 2032-12-06      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                               | TE Connectivity PLC ORD SHS                                                                                                                            | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        74 | NS      | $17031.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                            | Roper Technologies Inc COM                                                                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        41 | NS      | $14338.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                                | Waters Corporation COM                                                                                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        57 | NS      | $18305.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORSINI BIDCO BV                                                   | ORSINI BIDCO BV                                                                                                                                        | CUSIP: 000000000<br>LEI: 254900TNMOIV7STA2611 | Long             | LON              | CORP              | NL        |    298039 | PA      | $348612.01    | 0.01%             | 2032-10-29      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                        | Corpay Inc COM SHS                                                                                                                                     | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        58 | NS      | $18855.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                | Altria Group, Inc. COM                                                                                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15794 | NS      | $1090417.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                              | Edison International COM                                                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     14687 | NS      | $1097706.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIRYLAND USA CORP                                                | DAIRYLAND USA CORP                                                                                                                                     | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2257292 | PA      | $2264808.45   | 0.09%             | 2029-08-23      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Centene Corp.                                                     | Centene Corp. COM                                                                                                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       465 | NS      | $20869.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXHPP LTD                                                         | BXHPP 2021-FILM C                                                                                                                                      | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5350000 | PA      | $4654500.00   | 0.20%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    431000 | PA      | $433344.64    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | Capital One Financial Corp. COM                                                                                                                        | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        76 | NS      | $14868.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Plus LP                                                  | SPBCN 4.25 05/18/28 144A                                                                                                                               | CUSIP: 86828QAK7<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $254533.32    | 0.01%             | 2028-05-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                           | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1714168.86   | 0.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT 1L DDTL FUNDED                                        | EAGLE POINT 1L DDTL FUNDED                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250000.00    | 0.01%             | 2028-03-31      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | KENNEDY-WILSON INC                                                                                                                                     | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -788781 | PA      | $-788781.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                            | LNC V9.25 PERP C                                                                                                                                       | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3841149.60   | 0.16%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ORSINI BIDCO BV                                                   | ORSINI BIDCO BV                                                                                                                                        | CUSIP: 000000000<br>LEI: 254900TNMOIV7STA2611 | Long             | LON              | CORP              | NL        |   1601961 | PA      | $1873789.49   | 0.08%             | 2032-10-29      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| American Express Company                                          | American Express Company COM                                                                                                                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        48 | NS      | $14827.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                                         | Travelers Companies, Inc. COM                                                                                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        65 | NS      | $20061.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                         | Consolidated Edison, Inc. COM                                                                                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      9272 | NS      | $1043285.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2444                                                                                                                                              | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4031390 | PA      | $3972791.80   | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                 | NCL CORPORATION LTD                                                                                                                                    | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -911484 | PA      | $-911483.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA5949                                                                                                                                              | CUSIP: 3133KMTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2002792 | PA      | $1964159.66   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                    | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2975937.62   | 0.12%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                                   | Bio-Techne Corp COM                                                                                                                                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       296 | NS      | $17464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                             | Regency Centers Corp. COM                                                                                                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     13648 | NS      | $1078192.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                     | Alphabet Inc. CAP STK CL C                                                                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        25 | NS      | $7785.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                           | N/A                                                                                                                                                    | CUSIP: 07337FAD7<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1188388.14   | 0.05%             | 2032-09-13      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                    | Charles River Laboratories International, Inc. COM                                                                                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        92 | NS      | $16421.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                       | Paychex Inc COM                                                                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       158 | NS      | $14796.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                                        | Carrier Global Corporation COM                                                                                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       336 | NS      | $21638.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                    | PSHNA 3.25 10/01/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   1100000 | PA      | $1009878.13   | 0.04%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                          | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1725656 | PA      | $1662376.14   | 0.07%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| QTS GOOD NEWS FACILITY TL                                         | QTS GOOD NEWS FACILITY TL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2897621.91   | 0.12%             | 2028-10-09      | Floating      | 6.70%                 | No            |                  3 | On Loan: No      |
| News Corporation                                                  | News Corporation CL A                                                                                                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       501 | NS      | $12169.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                                     | Accenture PLC CLS'A'USD0.0000225                                                                                                                       | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        66 | NS      | $13775.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                           | AMERICO LIFE INC.                                                                                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3001905 | PA      | $-3001905.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                              | GCAT 2022-NQM5 A3                                                                                                                                      | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610447 | PA      | $1634426.53   | 0.07%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                       | CAUTO 2020-1A B3                                                                                                                                       | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7110000 | PA      | $6733957.79   | 0.28%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | HWM 3 01/15/29                                                                                                                                         | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1146744.73   | 0.05%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                | The Mosaic Company COM                                                                                                                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       752 | NS      | $20935.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                | Equity Residential SH BEN INT                                                                                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     16543 | NS      | $1045683.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3                                                            | LUXCO3                                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     56594 | NS      | $1039763.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co Inc.                                                  | Best Buy Co Inc. COM                                                                                                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       243 | NS      | $15058.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                     | Hilton Worldwide Holdings Inc COM                                                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        66 | NS      | $20577.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                              | Delta Air Lines Inc. COM NEW                                                                                                                           | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       257 | NS      | $16884.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accident Fund Insurance Co of America                             | AFICOA 8.5 08/01/32 144A                                                                                                                               | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7204064.21   | 0.30%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                      | WH 4.375 08/15/28 144A                                                                                                                                 | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1613516.62   | 0.07%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | Elevance Health Inc. COM                                                                                                                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        53 | NS      | $16960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                                           | CEAMER FIN 2 SR SEC NTS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2802632 | PA      | $2904117.31   | 0.12%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                          | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    986089 | PA      | $949929.22    | 0.04%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| The Clorox Company                                                | The Clorox Company COM                                                                                                                                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       174 | NS      | $22125.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                        | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5574569.02   | 0.23%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Vodafone Group PLC                                                | VOD V5.125 06/04/81                                                                                                                                    | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $8489444.26   | 0.36%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                     | SGI 4 04/15/29 144A                                                                                                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485916.55    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Guggenheim Strategic Opportunities Fund

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer