# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020361
**Filing Date:** 2023-2
**Character Count:** 863082
**Document Hash:** a3bddfcc86c96d04e97ff5dedfa979ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020361.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020361

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 23598254

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP BlackRock Global Allocation Fund (Series ID: S000065355)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000211424 | Standard Class |  |
| C000211425 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP BlackRock Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000065355

- **c. LEI of Series:** 5493001AWC45RK50G262

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4153405847.85

**Total Liabilities:** $2094013865.42

**Net Assets:** $2059391982.43

**Amount of Assets Invested in Other Investment Companies:** $13988594.29

**Delayed Delivery Securities:** $92572522.01

**Cash Not Reported:** $15210865.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -516.49000000 | **1-Year:** -13225.81000000 | **5-Year:** -30398.21000000 | **10-Year:** -26119.61000000 | **30-Year:** -9090.86000000

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

- **3-Month:** -546.56000000 | **1-Year:** -9772.27000000 | **5-Year:** -27741.12000000 | **10-Year:** -6707.98000000 | **30-Year:** -1052.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211425 | 3.45%                | 5.82%                | -2.78%               |
| Class ID C000211424 | 3.47%                | 5.84%                | -2.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19075682.70            | $85596962.27                               |
| Month 2  | $-3242805.06             | $111831603.88                              |
| Month 3  | $-4130476.83             | $-50904745.95                              |

**Designated Index Information**

- **Index Name:** 36% S&P 500, 24% FTSE World (Ex US) Idx, 24% BBgBarc US Treasury Bills Idx, 16% FTSE Non-US Dollar World Government Bond Idx

- **Index Identifier:** 36% SPX, 24% FTWIWXUS, 24% LUATTRUU, 16% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                   | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      563000 | PA      | $535320.11    | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCL Technologies Ltd                                 | HCL Technologies Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300C1F8OLYSOQYB65 | Long             | EC               | CORP              | IN        |       10918 | NS      | $137157.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                          | Honeywell International Inc                                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         622 | NS      | $133294.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C                             | American Water Capital Corp                                                                                        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      481000 | PA      | $415889.25    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                       | Alpek SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      206000 | PA      | $171649.78    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1722207 | PA      | $100872.75    | 0.00%             | 2030-10-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          20 | NC      | $1720.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                               | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $891702.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                             | FMC Corp                                                                                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        3867 | NS      | $482601.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2704300 | PA      | $2708102.92   | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | ALLSTATE CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      129471 | OU      | $-162.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $80550.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110202.57    | 0.01%             | 2027-03-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd                            | Zijin Mining Group Co Ltd                                                                                          | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |       68000 | NS      | $92171.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                                                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1145652.82   | 0.06%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd                    | Orient Overseas International Ltd                                                                                  | CUSIP: 000000000<br>LEI: 529900DQ426GJO276W95 | Long             | EC               | CORP              | BM        |       11500 | NS      | $207739.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dongfeng Motor Group Co Ltd                          | Dongfeng Motor Group Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 3003002JNYOYPX54GE50 | Long             | EC               | CORP              | CN        |      100000 | NS      | $57395.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                                                            | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      146000 | PA      | $122651.75    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | LULULEMON ATHLETICA INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-112.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRWMLAXZ8 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BRWMLAXZ8 IRS USD P F   .85000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13999255 | OU      | $1488481.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      362000 | PA      | $316027.27    | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TPB Acquisition Corp I                               | TPB Acquisition Corp I                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        6063 | NS      | $2853.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD SALAAM                                      | DP World Salaam                                                                                                    | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $197710.00    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ABBOTT LABORATORIES                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $57456.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -93 | NC      | $-22785.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046URD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |      750000 | PA      | $737994.50    | 0.04%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                     | AccessLex Institute                                                                                                | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |      216141 | PA      | $209557.17    | 0.01%             | 2036-05-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ZOZO Inc                                             | ZOZO Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |       11500 | NS      | $285659.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      187088 | NS      | $6329187.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      113000 | PA      | $105547.83    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1623 | NC      | $113610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-2850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Estate Notes               | Greystone CRE Notes 2021-FL3 Ltd                                                                                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      361500 | PA      | $343686.08    | 0.02%             | 2039-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                              | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      348000 | PA      | $316122.95    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                                                      | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5686.87      | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2021-DM                                                                          | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1257875 | PA      | $1169116.82   | 0.06%             | 2036-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                                                                | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       20229 | NS      | $14722638.08  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INTEL CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          77 | NC      | $1155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                       | Kingfisher PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |       60016 | NS      | $171305.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                            | Shell PLC                                                                                                          | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       74525 | NS      | $4244198.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LONGi Green Energy Technology Co Ltd                 | LONGi Green Energy Technology Co Ltd                                                                               | CUSIP: 000000000<br>LEI: 300300NRGAITUP1EZ248 | Long             | EC               | CORP              | CN        |       37800 | NS      | $229789.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                                                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      770000 | PA      | $726039.65    | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                    | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       17217 | NS      | $820217.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                     | Mazda Motor Corp                                                                                                   | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       20800 | NS      | $159280.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                       | Albemarle Corp                                                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       18923 | NS      | $4103641.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                                                | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      102000 | PA      | $98940.27     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-13042.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                               | Yum China Holdings Inc                                                                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        5750 | NS      | $323395.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                       | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $32260.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212745.24    | 0.01%             | 2026-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                                               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16657.08     | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                       | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       27037 | NS      | $3584835.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                           | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        8669 | NS      | $3374148.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                        | Dynatrace Inc                                                                                                      | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       34959 | NS      | $1338929.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                              | Dow Inc                                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        4231 | NS      | $213200.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                               | Citigroup Capital XIII                                                                                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       66462 | NS      | $1887520.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                              | Equate Petrochemical BV                                                                                            | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $174000.00    | 0.01%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $193000.00    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -139 | NC      | $-1112.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                  | Allegiant Travel Co                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      252000 | PA      | $239692.76    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | Long: BRWRLV3R2 IRS BRL R F  9.42000 2 NDFPREDISWAP / Short: BRWRLV3R2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    11049648 | OU      | $-180221.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                                               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      339000 | PA      | $308709.83    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -494 | NC      | $-27170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                              | Zebra Technologies Corp                                                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         460 | NS      | $117948.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                             | Kone Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        3434 | NS      | $177547.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica LLC                                      | Informatica LLC 2021 USD Term Loan B                                                                               | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      336896 | PA      | $329820.84    | 0.02%             | 2028-10-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | Progress Residential 2021-SFR3                                                                                     | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300515 | PA      | $254817.82    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX HIGH YIELD CORPO                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         630 | NC      | $20790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                              | Fidelity National Information Services Inc                                                                         | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11399.61     | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| iShares Biotechnology ETF                            | iShares Biotechnology ETF                                                                                          | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             | EC               | RF                | US        |        2106 | NS      | $276496.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAP ROCK RESOURCES LLC                               | Tap Rock Resources LLC                                                                                             | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $944051.50    | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                          | Cargill Inc                                                                                                        | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      369000 | PA      | $357045.78    | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                            | United Parcel Service Inc                                                                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       48675 | NS      | $8461662.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      790000 | PA      | $736889.75    | 0.04%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                    | Long: BRY7T4SG3 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7T4SG3 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       85000 | OU      | $5396.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWYME1P0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -18934926 | NC      | $-643605.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | LOCALIZA RENT A CAR SA                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |           0 | OU      | $-167.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      492000 | PA      | $404600.41    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                              | GlaxoSmithKline Capital Inc                                                                                        | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      448000 | PA      | $437446.52    | 0.02%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OAFIT A NOTE UPSIZE (PT2)                            | OAFIT A NOTE UPSIZE (PT2)                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |      654710 | PA      | $434615.41    | 0.02%             | 2026-03-28      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BREEZE AVIATION GROUP SERIES B                       | BREEZE AVIATION GROUP SERIES B                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1998 | NS      | $569669.76    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED MEXICAN STATES                                | Mexico Government International Bond                                                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $183588.37    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd               | Contemporary Amperex Technology Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |       55064 | NS      | $3116256.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | TAKE TWO INTERACTIVE SOFTWARE INC                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      349133 | OU      | $-17092.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                           | L'Oreal SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |        2962 | NS      | $1057735.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRMTWX1 IRS MXN R F  6.47750 2 CCPVANILLA / Short: SRWRMTWX1 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    20296160 | OU      | $-79798.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         114 | NC      | $66918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                  | AUST 10Y BOND FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         358 | NC      | $-1462256.47  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                | Argentine Republic Government International Bond                                                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      572678 | PA      | $181156.96    | 0.01%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44485.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                    | General Motors Co                                                                                                  | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1827297.87   | 0.09%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO-BUND FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         436 | NC      | $-3730739.61  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                      | Nigeria Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      223000 | PA      | $143081.26    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                             | eBay Inc                                                                                                           | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      209000 | PA      | $195609.87    | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                    | General Motors Co                                                                                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       28479 | NS      | $958033.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                               | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $315162.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2020-VIV4                                                                             | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100708 | PA      | $81186.40     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWJX6SA2 SWAPTION                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -49025906 | NC      | $-4.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berry Global Inc                                     | Berry Global Inc                                                                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38510.23     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                               | Volkswagen Financial Services NV                                                                                   | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112806.89    | 0.01%             | 2024-12-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                                                             | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      506000 | PA      | $375560.15    | 0.02%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | AMP LTD                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      301827 | OU      | $7513.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc                   | MS&AD Insurance Group Holdings Inc                                                                                 | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |        3300 | NS      | $106211.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAWBONE HEALTH HUB INC                               | JAWBONE HEALTH HUB INC                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32637 | NS      | $0.33         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| iShares MSCI Emerging Markets ETF                    | iShares MSCI Emerging Markets ETF                                                                                  | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |        5642 | NS      | $213831.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                             | Mondelez International Holdings Netherlands BV                                                                     | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      322000 | PA      | $317444.09    | 0.02%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APCOA PARKING HOLDINGS G                             | APCOA Parking Holdings GmbH                                                                                        | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      926000 | PA      | $923439.63    | 0.04%             | 2027-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                             | Toyota Motor Credit Corp                                                                                           | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28902.85     | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alphawave IP Group PLC                               | Alphawave IP Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |      210861 | NS      | $260018.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      639000 | PA      | $614489.49    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $136228.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                      | IHS Holding Ltd                                                                                                    | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $161312.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Trust 2020-GC47                                                                             | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515232 | PA      | $418315.42    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ROSS STORES INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      299176 | OU      | $2732.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | HYBE LTD                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      114916 | OU      | $-64.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      225000 | PA      | $219987.00    | 0.01%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2020-NET                                                                                                      | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450146 | PA      | $404021.27    | 0.02%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Magnit PJSC                                          | Magnit PJSC                                                                                                        | CUSIP: 55953Q202<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |           1 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-CIP                                                                              | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1097100 | PA      | $1009441.38   | 0.05%             | 2038-12-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | LOCALIZA RENT A CAR SA                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      195078 | OU      | $4193.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                        | Welltower Inc                                                                                                      | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      525000 | PA      | $513755.84    | 0.02%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYB0BNK5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |    10571344 | NC      | $17365.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | PIONEER NATURAL RESOURCES CO                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -150 | NC      | $-22500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO AVAL LTD                                       | Grupo Aval Ltd                                                                                                     | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      326000 | PA      | $264070.03    | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                                                            | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      625000 | PA      | $628943.89    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      200000 | PA      | $43950.00     | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| STEM INC                                             | Stem Inc                                                                                                           | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       73000 | PA      | $45902.40     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                              | Mirion Technologies Inc                                                                                            | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       27263 | NS      | $180208.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | PERKINELMER INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      419357 | OU      | $5007.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 10X FUTURE TECHNOLOGIES HOLDNG                       | 10X FUTURE TECHNOLOGIES HOLDNG                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       46779 | NS      | $511294.47    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KBC Group NV                                         | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |        8371 | NS      | $538360.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY UNIVERSAL LLC                                 | Galaxy Universal LLC 1st Lien Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1357542 | PA      | $1326997.31   | 0.06%             | 2026-11-12      | Floating      | 9.07%                 | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                       | BLOCK INC CLASS A                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      266111 | OU      | $-9882.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                     | Genuine Parts Co                                                                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        1256 | NS      | $217928.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                              | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      619000 | PA      | $590125.07    | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                           | Chipotle Mexican Grill Inc                                                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         656 | NS      | $910193.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| La Francaise des Jeux SAEM                           | La Francaise des Jeux SAEM                                                                                         | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |        9817 | NS      | $394913.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      174000 | PA      | $163174.24    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | XIAOMI CORP                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      746865 | OU      | $8462.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1708 | NC      | $167384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                                                                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      226000 | PA      | $204455.04    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                 | Parker-Hannifin Corp                                                                                               | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      691000 | PA      | $617061.67    | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                                                 | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      217000 | PA      | $215637.91    | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LOOKOUT INC                                          | LOOKOUT INC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      285629 | NS      | $1573815.79   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DEUTSCHE BANK NY                                     | Deutsche Bank AG/New York NY                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      158000 | PA      | $126666.76    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                                                            | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      638000 | PA      | $634282.43    | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                           | Vertex Pharmaceuticals Inc                                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1050 | NS      | $303219.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      513000 | PA      | $416962.09    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                 | Redstone Holdco 2 LP 2021 Term Loan                                                                                | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      945131 | PA      | $650448.66    | 0.03%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | BOOKING HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $43680.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                  | Dominion Energy Inc                                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       10888 | NS      | $667652.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTEDANCE LTD., SERIES E 1                           | BYTEDANCE LTD., SERIES E 1                                                                                         | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       23481 | NS      | $3869831.05   | 0.19%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046UPE5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     1220000 | PA      | $1214184.67   | 0.06%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                                                               | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $15868.28     | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                             | Caterpillar Financial Services Corp                                                                                | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      427000 | PA      | $398319.27    | 0.02%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 6 LTD                                 | HKT Capital No 6 Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900F4EZA4GPR3LG03 | Long             | DBT              | CORP              | VG        |      201000 | PA      | $161346.72    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       52189 | NS      | $9219186.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                                                              | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $249018.32    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Suzano SA                                            | Suzano SA                                                                                                          | CUSIP: 000000000<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |        8789 | NS      | $81149.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                      | McDonald's Corp                                                                                                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21280.57     | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         124 | NC      | $4216.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                   | Dominican Republic International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $201816.13    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                      | McDonald's Corp                                                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       27386 | NS      | $7217032.58   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY9J0HS4 IRS USD R F  2.88000 2 CCPOIS / Short: SRY9J0HS4 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13099571 | OU      | $-734078.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                              | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                        | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |      185000 | PA      | $179060.21    | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      464000 | PA      | $465984.52    | 0.02%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                                                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      536000 | PA      | $381867.44    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                                                             | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      234000 | PA      | $234584.41    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                                                        | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      448000 | PA      | $446563.10    | 0.02%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | AEGON NV                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |      309713 | OU      | $-14048.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                           | NetApp Inc                                                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        4321 | NS      | $259519.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMPCLOUD, INC., SERIES F                            | JUMPCLOUD, INC., SERIES F                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       32336 | NS      | $115439.52    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Babilou Group                                        | Babilou Group 2021 EUR Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     3065234 | PA      | $3138643.80   | 0.15%             | 2027-11-17      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                                               | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       60000 | PA      | $65095.79     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | TELECOM ITALIA                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       16903 | OU      | $-346.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | VIATRIS INC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      122754 | OU      | $-4339.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | IDP EDUCATION PTY LTDINARY                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |       89100 | OU      | $128.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208229 | PA      | $149149.29    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       30962 | NS      | $16415433.16  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                             | Snam SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |       20575 | NS      | $99704.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      323000 | PA      | $285682.68    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BP PLC                                               | BP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       87119 | NS      | $500176.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRK BEAUTY SUN GMBH                                 | Kirk Beauty SUN GmbH                                                                                               | CUSIP: 000000000<br>LEI: 9845005056B369360745 | Long             | DBT              | CORP              | DE        |      939796 | PA      | $607123.51    | 0.03%             | 2026-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1553000 | PA      | $1505085.29   | 0.07%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      381000 | PA      | $295621.21    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                              | National Bank of Canada                                                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        5437 | NS      | $366334.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALT PAY CO LTD., SERIES C                           | SALT PAY CO LTD., SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         331 | NS      | $311613.33    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       21127 | NS      | $11393631.68  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                      | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        6672 | NS      | $675273.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | PIONEER NATURAL RESOURCES CO                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-10582.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                   | United Rentals Inc                                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        3149 | NS      | $1119217.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      900000 | PA      | $836985.74    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                              | Vivo Energy Investments BV                                                                                         | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $178500.00    | 0.01%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      359000 | PA      | $292382.50    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S95FQ4SB5 CDS USD R F  5.00000 2 CCPCDX / Short: S95FQ4SB5 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      768419 | OU      | $22312.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                             | Kia Corp                                                                                                           | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |        2894 | NS      | $136164.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046UR52<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |      600000 | PA      | $591116.80    | 0.03%             | 2023-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       46000 | PA      | $38011.95     | 0.00%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                                                     | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      552000 | PA      | $514244.06    | 0.02%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LOOKOUT INC                                          | LOOKOUT INC                                                                                                        | CUSIP: 000000000<br>LEI: 5493001FMB46AJ886C96 | Long             | EC               | CORP              | US        |       24449 | NS      | $89238.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -240 | NC      | $-12720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                         | British American Tobacco PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |        8148 | NS      | $323244.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                      | Deere & Co                                                                                                         | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       91000 | PA      | $87407.17     | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWJA10W0 IRS MXN R F  4.49500 2 CCPVANILLA / Short: SRWJA10W0 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    34633271 | OU      | $-19366.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $12313.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URSA MAJOR TECHNOLOGIES, INC.                        | URSA MAJOR TECHNOLOGIES, INC.                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      102993 | NS      | $682843.59    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          93 | NC      | $24645.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CML ST REGIS ASPEN                                   | CML ST Regis Aspen Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1200486 | PA      | $1150502.08   | 0.06%             | 2027-02-09      | Floating      | 7.36%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | UNITEDHEALTH GROUP INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -40 | NC      | $-2760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                   | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       92562 | NS      | $11742415.32  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                    | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $240850.13    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      124375 | NS      | $5135443.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                                | Diversey Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      129134 | NS      | $550110.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                                                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       16025 | NS      | $1865149.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY5CKYW7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -153462565 | NC      | $-3042029.47  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc       | Emerald Technologies (U.S.) Acquisitionco, Inc Term Loan                                                           | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433390 | PA      | $407386.30    | 0.02%             | 2027-12-29      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                  | Minejesa Capital BV                                                                                                | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      204000 | PA      | $178540.80    | 0.01%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                            | Partners Group Holding AG                                                                                          | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         238 | NS      | $210239.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                   | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      117895 | NS      | $9856022.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                              | RXO Inc                                                                                                            | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       50135 | NS      | $862322.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                        | Hilton Worldwide Holdings Inc                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       33614 | NS      | $4247465.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| USB Capital IX                                       | USB Capital IX                                                                                                     | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      411000 | PA      | $323662.38    | 0.02%             | 2023-01-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -132 | NC      | $-374880.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ALBEMARLE CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -49 | NC      | $-30625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                           | Humana Inc                                                                                                         | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      379000 | PA      | $295745.92    | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF 2018-GLKS Mortgage Trust                                                                                      | CUSIP: 23307GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261192 | PA      | $250757.59    | 0.01%             | 2030-12-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | CHARLES RIVER LABORATORIES INTERNA                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      161221 | OU      | $-5254.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                       | Microsoft Corp                                                                                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $966015.89    | 0.05%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                    | Marathon Oil Corp                                                                                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      241431 | NS      | $6535537.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING EMOTORS INC                                | Lightning eMotors Inc                                                                                              | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      253000 | PA      | $50600.00     | 0.00%             | 2024-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                       | Kane Bidco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      808000 | PA      | $810770.29    | 0.04%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      122000 | PA      | $97646.86     | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $5453.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc                               | Offerpad Solutions Inc                                                                                             | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       22210 | NS      | $499.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-29041.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                     | Crown Castle Inc                                                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      460000 | PA      | $402404.88    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Uniper SE                                            | Uniper SE                                                                                                          | CUSIP: 000000000<br>LEI: 549300UXRTWGIBZQ4J67 | Long             | EC               | CORP              | DE        |       20992 | NS      | $58154.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                                                                | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      339000 | PA      | $330331.98    | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                  | Xerox Holdings Corp                                                                                                | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1044812.90   | 0.05%             | 2025-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B25 Mortgage Trust                                                                                  | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $150180.98    | 0.01%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $164640.78    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PSIQUANTUM CORP., SERIES D                           | PSIQUANTUM CORP., SERIES D                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14776 | NS      | $375458.16    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| QUALCOMM INC                                         | QUALCOMM Inc                                                                                                       | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1272248.18   | 0.06%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -180 | NC      | $-204120.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $992677.15    | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Ltd                                     | Schlumberger Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      127166 | NS      | $6798294.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                      | iHeartMedia Inc                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $4419.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                | Freeport Indonesia PT                                                                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      246000 | PA      | $236160.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRRJ7U2 IRS MXN R F  6.44000 2 CCPVANILLA / Short: SRWRRJ7U2 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13784000 | OU      | $-55030.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                           | Humana Inc                                                                                                         | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1628000 | PA      | $1586013.46   | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                | Guatemala Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $192009.19    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares Latin America 40 ETF                         | iShares Latin America 40 ETF                                                                                       | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             | EC               | RF                | US        |       39605 | NS      | $906558.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                     | Bank of Montreal                                                                                                   | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      494000 | PA      | $436147.36    | 0.02%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc         | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                                               | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270894 | PA      | $265823.84    | 0.01%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                          | Zscaler Inc                                                                                                        | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       12475 | NS      | $1395952.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                   | BX Trust 2019-OC11                                                                                                 | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317000 | PA      | $253236.78    | 0.01%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | PILBARA MINERALS LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      196260 | OU      | $30587.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY2149V2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -4355184 | NC      | $-76116.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust 2021-2                                                                              | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      783238 | PA      | $729412.12    | 0.04%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EXXON MOBIL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -208 | NC      | $-325520.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                             | Puma International Financing SA                                                                                    | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $186352.00    | 0.01%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      453000 | PA      | $451584.64    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       33658 | NS      | $5439469.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          38 | NC      | $6612.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | EXXON MOBIL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -94 | NC      | $-4418.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                                                             | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $193275.69    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | FISERV INC                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      134130 | OU      | $515.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                     | Bank of Montreal                                                                                                   | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      602000 | PA      | $593980.56    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                          | Avaya, Inc. 2022 Term Loan                                                                                         | CUSIP: 05349UBE1<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |      130000 | PA      | $77025.00     | 0.00%             | 2027-12-15      | Variable      | 14.34%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY3CE3Z3 IRS USD R F  2.89000 2 CCPOIS / Short: SRY3CE3Z3 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    85753129 | OU      | $-2235311.38  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                            | Ball Corp                                                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        2566 | NS      | $131225.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY3CE3J9 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY3CE3J9 IRS USD P F  2.67000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    37057550 | OU      | $3791155.61   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                 | Paraguay Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $174363.22    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                      | Seagate Technology Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        5079 | NS      | $267206.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         147 | NC      | $294.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CHARTER COMMUNICATIONS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-34225.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                         | Unilever PLC                                                                                                       | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      238687 | NS      | $12067607.32  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                       | Air Products and Chemicals Inc                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       28421 | NS      | $8761057.46   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Springs Windows Fashions, LLC                        | Springs Windows Fashions, LLC 2021 Term Loan B                                                                     | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      239485 | PA      | $195060.17    | 0.01%             | 2028-10-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                       | KKR Industrial Portfolio Trust 2021-KDIP                                                                           | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      208199 | PA      | $201182.88    | 0.01%             | 2037-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY3E2GH3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -8445324 | NC      | $-238951.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTAR BIDCO, INC.                                    | Altar Bidco, Inc. 2021 2nd Lien Term Loan                                                                          | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      810000 | PA      | $686475.00    | 0.03%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | Long: BRY7W6JY5 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7W6JY5 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       45000 | OU      | $-244.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                    | Sonova Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        1170 | NS      | $277489.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY1RTH34 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY1RTH34 IRS USD P F  2.43000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    21109500 | OU      | $3101565.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      114200 | NS      | $11783227.56  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Aviation Ltd                                     | BOC Aviation Ltd                                                                                                   | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      222000 | PA      | $203711.96    | 0.01%             | 2027-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                          | Equinix Inc                                                                                                        | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      410000 | PA      | $279257.65    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | Long: BRYC16KW0 TRS USD R V 12MSOFR BRYC16KY6 EQUITYTRS / Short: BRYC16KW0 TRS USD P E BRYC16KX8 EQUITYTRS         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        2986 | OU      | $-23.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRYB32464 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      199600 | NC      | $222718.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77347777 | PA      | $74428384.94  | 3.61%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                        | MHC Commercial Mortgage Trust 2021-MHC                                                                             | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1513296 | PA      | $1432537.75   | 0.07%             | 2038-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co Ltd               | Jiangsu Hengrui Pharmaceuticals Co Ltd                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       68440 | NS      | $379330.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | ADECCO GROUP AG                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      151900 | OU      | $-1617.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364000 | PA      | $342190.03    | 0.02%             | 2038-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      226000 | PA      | $202530.39    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                             | Banco Mercantil del Norte SA/Grand Cayman                                                                          | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $178208.98    | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                    | Kingsoft Corp Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |      111400 | NS      | $372501.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                           | Splunk Inc                                                                                                         | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      155000 | PA      | $149342.50    | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED USD / SOLD HKD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-56253.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                   | Ready Capital Mortgage Financing 2022-FL10 LLC                                                                     | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1367556 | PA      | $1360019.01   | 0.07%             | 2039-10-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                             | VanEck Semiconductor ETF                                                                                           | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        2932 | NS      | $595020.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                  | Southern California Edison Co                                                                                      | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      441000 | PA      | $412387.78    | 0.02%             | 2024-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRW5P9EM4 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BRW5P9EM4 IRS USD P F   .52600 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8141276 | OU      | $500237.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Remy Cointreau SA                                    | Remy Cointreau SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493004V6A3Z027YT216 | Long             | EC               | CORP              | FR        |         660 | NS      | $111343.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                         | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       15262 | NS      | $8404630.78   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       16971 | NS      | $7747261.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ABBVIE INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -102 | NC      | $-16116.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                         | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      245000 | PA      | $220220.71    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -260 | NC      | $-68120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                    | Expedia Group Inc                                                                                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3480 | NS      | $304848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                  | Dollar General Corp                                                                                                | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      736000 | PA      | $726008.72    | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2020-C58                                                                     | CUSIP: 95002UBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3506132 | PA      | $343388.78    | 0.02%             | 2053-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                            | Endesa SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |        5760 | NS      | $108733.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                         | Ferguson PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | JE        |        1963 | NS      | $247758.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour SA                                         | Carrefour SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |        8804 | NS      | $147395.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW HOME CO INC/THE                                  | New Home Co Inc/The                                                                                                | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      225000 | PA      | $192375.00    | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                     | SMB Private Education Loan Trust 2021-C                                                                            | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $89175.85     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2020-C19 Commercial Mortgage Trust                                                                           | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1373995 | PA      | $1152223.00   | 0.06%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                    | Brown-Forman Corp                                                                                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        4808 | NS      | $315789.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | BILIBILI CLASS Z INC                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      271336 | OU      | $3280.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SHELL PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -248 | NC      | $-48360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                                                   | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      623000 | PA      | $619106.25    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                      | San Diego Gas & Electric Co                                                                                        | CUSIP: 797440BR4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      249000 | PA      | $246063.54    | 0.01%             | 2023-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      437000 | PA      | $408386.98    | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P REGIONAL BANKING ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1635 | NC      | $-13080.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                     | Green Plains Inc                                                                                                   | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       14476 | NS      | $441518.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Issuance Trust 2021-B                                                                                      | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      783000 | PA      | $683892.40    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                          | STWD Trust 2021-FLWR                                                                                               | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      322426 | PA      | $302300.36    | 0.01%             | 2036-07-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                              | Promigas SA ESP / Gases del Pacifico SAC                                                                           | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $162695.76    | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                          | Equinix Inc                                                                                                        | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      763000 | PA      | $689915.48    | 0.03%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                                                                 | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      519000 | PA      | $507459.44    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                            | Amgen Inc                                                                                                          | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       97000 | PA      | $93082.11     | 0.00%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                           | Masco Corp                                                                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       12073 | NS      | $563446.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                              | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      446000 | PA      | $438220.08    | 0.02%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | ILLUMINA INC                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      274288 | OU      | $-8994.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      110715 | NS      | $6310913.93   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV            | Grupo Aeroportuario del Sureste SAB de CV                                                                          | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        5788 | NS      | $134852.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                       | Salesforce Inc                                                                                                     | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      740000 | PA      | $694132.42    | 0.03%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                                                    | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45514.23     | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Quintis PTY                                          | QUINTIS PTY LIMITED                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     3249491 | NS      | $22.12        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2022-AGSS                                                                        | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      148848 | PA      | $147904.24    | 0.01%             | 2039-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                  | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      459000 | PA      | $513004.25    | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      302000 | PA      | $238418.30    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        7568 | NS      | $313844.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                                                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121733.54    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                               | Mexico City Airport Trust                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      211000 | PA      | $162470.00    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      321000 | PA      | $330541.73    | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         373 | NC      | $1492.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury Wine Estates Ltd                            | Treasury Wine Estates Ltd                                                                                          | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |       18503 | NS      | $171455.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                             | NIKE Inc                                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       11132 | NS      | $1302555.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BRANDYWINE REALTY TRUST                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $615.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie Brasil Energia SA                              | Engie Brasil Energia SA                                                                                            | CUSIP: 000000000<br>LEI: 52990057Q0EK2Q9YBC07 | Long             | EC               | CORP              | BR        |       22067 | NS      | $158457.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                             | Agilent Technologies Inc                                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        1202 | NS      | $179879.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUCE FINCO                                          | Deuce Finco Plc                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     2515000 | PA      | $2418725.31   | 0.12%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | ELECTROLUX CLASS B                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      179533 | OU      | $-3638.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DYNATRACE INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -120 | NC      | $-6000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | JUST EAT TAKEAWAY.COM NV                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      232856 | OU      | $-9712.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                             | Anheuser-Busch InBev Worldwide Inc                                                                                 | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      452000 | PA      | $452201.69    | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                             | J&J Ventures Gaming, LLC Term Loan                                                                                 | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      408433 | PA      | $390053.26    | 0.02%             | 2028-04-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | FERROVIAL SA                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |       31917 | OU      | $-335.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                                  | Kenbourne Invest SA                                                                                                | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $190400.00    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ABBOTT LABORATORIES                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -108 | NC      | $-1080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                           | Splunk Inc                                                                                                         | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        5008 | NS      | $431138.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Operating Company LLC                   | Green Plains Operating Company LLC Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1001518 | PA      | $987797.20    | 0.05%             | 2026-07-20      | Floating      | 10.51%                | Yes           |                  3 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                                                    | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      706000 | PA      | $691880.00    | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | LI NING LTD                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      231490 | OU      | $-15900.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REI AGRO LTD                                         | REI Agro Ltd                                                                                                       | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      599000 | PA      | $4965.71      | 0.00%             | 2014-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      101502 | NS      | $5073069.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY HOL                                | Earthstone Energy Holdings LLC                                                                                     | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      900000 | PA      | $860985.00    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                         | KBC Group NV                                                                                                       | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $102927.11    | 0.00%             | 2027-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ming Yuan Cloud Group Holdings Ltd                   | Ming Yuan Cloud Group Holdings Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       96000 | NS      | $86339.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                          | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $102960.72    | 0.00%             | 2027-12-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Yonyou Network Technology Co Ltd                     | Yonyou Network Technology Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: 30030017NBX3U80ANB35 | Long             | EC               | CORP              | CN        |      139830 | NS      | $486167.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                    | DAX INDEX FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           1 | NC      | $-18280.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Ltd                                          | Vedanta Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |       31839 | NS      | $118689.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT Group AG                                         | VAT Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |         327 | NS      | $89402.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | CK ASSET HOLDINGS LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      108690 | OU      | $-5202.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                             | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                    | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112500 | PA      | $111173.69    | 0.01%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                     | Pitney Bowes Inc                                                                                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     1368000 | PA      | $1169489.52   | 0.06%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                              | Equate Petrochemical BV                                                                                            | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $191054.40    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                        | Welltower Inc                                                                                                      | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      527000 | PA      | $520301.61    | 0.03%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       21989 | NS      | $2969091.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                            | Linde PLC                                                                                                          | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        6052 | NS      | $1974041.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      537575 | PA      | $518851.68    | 0.03%             | 2033-02-15      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ABBOTT LABORATORIES                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -192 | NC      | $-3072.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                         | Walgreens Boots Alliance Inc                                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        8351 | NS      | $311993.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                            | Chubb Ltd                                                                                                          | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       20545 | NS      | $4532227.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      709000 | PA      | $698250.26    | 0.03%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      906000 | PA      | $841036.40    | 0.04%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -358 | NC      | $-37948.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                                                           | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      626000 | PA      | $564149.32    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1779885 | PA      | $1532091.29   | 0.07%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd               | China Tourism Group Duty Free Corp Ltd                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        9900 | NS      | $307650.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                           | Samsung Electronics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        7057 | NS      | $309754.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                 | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        1746 | NS      | $275763.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED JPY / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $620167.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd                                   | Capri Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       14109 | NS      | $808727.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp                                | Freedom Mortgage Corp                                                                                              | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      499000 | PA      | $448839.01    | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                         | Porsche Automobil Holding SE                                                                                       | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |        2410 | NS      | $132188.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                        | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131000 | PA      | $121947.95    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                           | BYD Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       76509 | NS      | $2828159.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $5874231.12   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnit PJSC                                          | Magnit PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 2534009KKPTVL99W2Y12 | Long             | EC               | CORP              | RU        |          55 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Goldman Sachs International                          | BRYBHR308 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -24920000 | NC      | $-67950.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                | General Dynamics Corp                                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1851 | NS      | $459251.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                                                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      616000 | PA      | $521527.06    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA BOND CBT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         381 | NC      | $-197895.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.              | Hilton Domestic Operating Company, Inc. 2019 Term Loan B2                                                          | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     2022069 | PA      | $2014021.17   | 0.10%             | 2026-06-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ORION CLASS B                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | FI        |      253984 | OU      | $-8070.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       71000 | PA      | $56059.43     | 0.00%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $21681.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                            | Kawasaki Kisen Kaisha Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |        3700 | NS      | $78572.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY8F9AT6 IRS USD R F  3.41800 2 CCPOIS / Short: SRY8F9AT6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5374598 | OU      | $-63665.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $368621.51    | 0.02%             | 2036-04-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4355000 | PA      | $4186305.55   | 0.20%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRYACCM56 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -1313685 | OU      | $-3154.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      224000 | PA      | $220678.45    | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust     | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                   | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      626875 | PA      | $445699.24    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS AG                                               | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1569248.33  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | Long: SRY6B3GT1 IRS EUR R F  2.69300 2 CCPINFLATIONZERO / Short: SRY6B3GT1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1585000 | OU      | $-14470.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Select Sector SPDR Fund                   | Industrial Select Sector SPDR Fund                                                                                 | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             | EC               | RF                | US        |       12712 | NS      | $1248445.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                              | Vale SA                                                                                                            | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |        6754 | NS      | $114426.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                  | Cheniere Energy Inc                                                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1260 | NS      | $188949.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -139 | NC      | $-28634.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                                                          | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      798000 | PA      | $760346.88    | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                        | Mosaic Co/The                                                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        6725 | NS      | $295025.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | LIONS GATE ENTERTAINMENT CORP                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |          42 | NC      | $1050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      262000 | PA      | $211161.52    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF        | iShares iBoxx High Yield Corporate Bond ETF                                                                        | CUSIP: 464288513<br>LEI: 549300WY6QQ9HGWLNX87 | Long             | EC               | RF                | US        |       39386 | NS      | $2899991.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                         | Allegion plc                                                                                                       | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        6297 | NS      | $662822.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | QUANTA SERVICES INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      227859 | OU      | $143.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                    | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |           1 | NC      | $325255.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EOG RESOURCES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         224 | NC      | $57120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      150130 | NS      | $5250046.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CONOCOPHILLIPS                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         156 | NC      | $1560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDI ESCROW ISSUER INC                                | CDI Escrow Issuer Inc                                                                                              | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      313000 | PA      | $280582.32    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      782000 | PA      | $715775.55    | 0.03%             | 2036-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                                                           | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      500000 | PA      | $474813.93    | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust           | Mercury Financial Credit Card Master Trust                                                                         | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      386000 | PA      | $368265.27    | 0.02%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                                                   | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      243000 | PA      | $240448.50    | 0.01%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | KUAISHOU TECHNOLOGY                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      110559 | OU      | $1320.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX 2021-MFM1                                                                                                       | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547620 | PA      | $503955.14    | 0.02%             | 2034-01-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                   | Canadian Imperial Bank of Commerce                                                                                 | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        8910 | NS      | $360414.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -247 | NC      | $-11115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                                                | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      230000 | PA      | $209778.98    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      318000 | PA      | $249708.55    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                                                        | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75473 | PA      | $66913.67     | 0.00%             | 2048-05-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      518000 | PA      | $509258.69    | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                 | BX Commercial Mortgage Trust 2019-XL                                                                               | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      948438 | PA      | $908207.35    | 0.04%             | 2036-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | D R HORTON INC                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      370285 | OU      | $-13640.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MED Trust                                            | Med Trust 2021-MDLN                                                                                                | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1618456 | PA      | $1489145.74   | 0.07%             | 2038-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Profrac Services, LLC                                | Profrac Services, LLC 2022 Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      386126 | PA      | $395779.41    | 0.02%             | 2025-03-04      | Floating      | 12.10%                | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | PURCHASED NOK / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $58247.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYAVKH20 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -51992766 | NC      | $-95564.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                             | National Australia Bank Ltd/New York                                                                               | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |        6000 | PA      | $5737.94      | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      751000 | PA      | $611279.00    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                            | Apple Inc                                                                                                          | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      452000 | PA      | $410315.69    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sarcos Technology and Robotics Corp                  | Sarcos Technology and Robotics Corp                                                                                | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14029 | NS      | $7874.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                     | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      854824 | PA      | $767761.29    | 0.04%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa Government International Bond                                                             | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      300000 | PA      | $209250.00    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      425000 | PA      | $414889.65    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       23000 | PA      | $20797.12     | 0.00%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWJX6S87 SWAPTION                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -49025906 | NC      | $-3.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited      | SGX NIFTY 50 JAN23                                                                                                 | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         134 | NC      | $34492.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | Z HOLDINGS CORP                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      116074 | OU      | $2341.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EXXON MOBIL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -371 | NC      | $-742.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                              | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      137000 | PA      | $119185.99    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2015-C28                                                                     | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |      383992 | PA      | $360566.03    | 0.02%             | 2048-05-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                               | Maxar Technologies Inc                                                                                             | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |      464000 | PA      | $481740.01    | 0.02%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LOADSMART, INC., SERIES C                            | LOADSMART, INC., SERIES C                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96249 | NS      | $1372510.74   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                                                         | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      162000 | PA      | $157928.89    | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                              | Hanwha Aerospace Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |        4223 | NS      | $245923.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amorepacific Corp                                    | Amorepacific Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       17557 | NS      | $1921520.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                  | Georgia-Pacific LLC                                                                                                | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13554.52     | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                                                        | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104388.40    | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                               | Omnicom Group Inc / Omnicom Capital Inc                                                                            | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $205886.79    | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                  | Fifth Third Bancorp                                                                                                | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      392000 | PA      | $371667.60    | 0.02%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd                                 | Nongfu Spring Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |       17000 | NS      | $96048.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeol Ltd                                             | Jeol Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        3200 | NS      | $87534.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                          | iShares China Large-Cap ETF                                                                                        | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |       85752 | NS      | $2426781.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ALIGN TECHNOLOGY INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-5180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       26493 | NS      | $665879.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dali Foods Group Co Ltd                              | Dali Foods Group Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 52990093PPQC644N7T38 | Long             | EC               | CORP              | KY        |       41000 | NS      | $18699.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT FINANCE CORP                                     | NTT Finance Corp                                                                                                   | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      398000 | PA      | $391682.04    | 0.02%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| VERGE GENOMICS, SERIES B                             | VERGE GENOMICS, SERIES B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      108057 | NS      | $511109.61    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1288252 | PA      | $108513.30    | 0.01%             | 2030-01-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103911.68    | 0.01%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SHELL PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |         248 | NC      | $38440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                           | Seagen Inc                                                                                                         | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24077 | NS      | $3094135.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 10Y NOTE W1 OP JAN23P 113.5                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         523 | NC      | $686437.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY2LWHR8 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY2LWHR8 IRS USD P F  2.58000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5558846 | OU      | $433308.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $129748.39    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                          | Cintas Corp                                                                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         430 | NS      | $194196.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | EOG RESOURCES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -224 | NC      | $-127680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Partners LP                                    | ONEOK Partners LP                                                                                                  | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $992408.80    | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                  | Northern Trust Corp                                                                                                | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      441000 | PA      | $430752.15    | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | COMPANHIA DE SANEAMENTO BASICO DE                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |       85554 | OU      | $1228.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp                            | California Resources Corp                                                                                          | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       16699 | NS      | $726573.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                            | FleetCor Technologies Inc                                                                                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        1499 | NS      | $275336.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $760.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                  | Paycom Software Inc                                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        1037 | NS      | $321791.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hedosophia European Growth                           | Hedosophia European Growth                                                                                         | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | N/A              | DE               |  | KY        |       28345 | NS      | $606.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      637000 | PA      | $590046.41    | 0.03%             | 2036-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR ULTRA FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1922 | NC      | $1601368.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRY1D7W55 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -4499345 | NC      | $-121826.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ALBEMARLE CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -33 | NC      | $-990.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -57 | NC      | $-12597.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                          | Corteva Inc                                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        8554 | NS      | $502804.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CVS HEALTH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         181 | NC      | $1086.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1696 | NC      | $113632.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                   | Coterra Energy Inc                                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       21800 | NS      | $535626.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIS BIDCO GMBH                                      | IRIS BIDCO GMBH EUR TERM LOAN B                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1309000 | PA      | $1203548.51   | 0.06%             | 2028-06-29      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED GBP / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-134762.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                          | PepsiCo Inc                                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        9506 | NS      | $1717353.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $542405.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                                 | Azul Investments LLP                                                                                               | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $122337.72    | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY5N7L32 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -206955576 | NC      | $-1091529.24  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | PIONEER NATURAL RESOURCES CO                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          45 | NC      | $9675.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                       | Amazon.com Inc                                                                                                     | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      113000 | PA      | $92281.49     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      252000 | PA      | $222136.42    | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                        | CME Group Inc                                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        6477 | NS      | $1089172.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                             | Long: BRY7UXWF4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7UXWF4 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      144172 | OU      | $-261.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                     | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      464148 | PA      | $412137.90    | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust 2021-INV5                                                                               | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4478586 | PA      | $3600713.30   | 0.17%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                  | Vulcan Materials Co                                                                                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       31291 | NS      | $5479367.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                             | Anheuser-Busch InBev Worldwide Inc                                                                                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      452000 | PA      | $411467.51    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TBEA Co Ltd                                          | TBEA Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 300300NIEBMOQ4DNLE36 | Long             | EC               | CORP              | CN        |       28800 | NS      | $83188.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      135000 | PA      | $110363.75    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYDROFARM HOLDINGS LLC                               | Hydrofarm Holdings LLC 2021 Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      268562 | PA      | $228277.64    | 0.01%             | 2028-09-27      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      147000 | PA      | $98970.20     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                         | Centene Corp                                                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        2754 | NS      | $225855.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | POSCO CHEMICAL LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |      286241 | OU      | $22753.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      839000 | PA      | $802637.19    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         494 | NC      | $64220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRW7KG804 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BRW7KG804 IRS USD P F  1.08000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      851872 | OU      | $156843.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                             | Corp Financiera de Desarrollo SA                                                                                   | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      245000 | PA      | $235569.95    | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | N/A              | DE               |  | CH        |         527 | NS      | $438.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -124 | NC      | $-5952.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS INC.                                      | DATABRICKS INC.                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       60501 | NS      | $3096441.18   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1471710 | PA      | $1221049.17   | 0.06%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| MARCOLIN SPA                                         | Marcolin SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |     1019000 | PA      | $938077.71    | 0.05%             | 2026-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KANE BIDCO LTD                                       | Kane Bidco Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |      673000 | PA      | $615975.75    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWJ21223 IRS MXN R F  4.68000 2 CCPVANILLA / Short: SRWJ21223 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    24581627 | OU      | $-84289.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                               | Lumen Technologies Inc                                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       11276 | NS      | $58860.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                          | Phillips 66                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        6998 | NS      | $728351.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                         | Prologis Inc                                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |        3126 | NS      | $352393.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                             | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2652100000 | PA      | $20213448.17  | 0.98%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                             | Long: BRY7T6V09 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7T6V09 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      107914 | OU      | $-195.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    16702667 | NS      | $9169500.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -185 | NC      | $-925.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1075294 | OU      | $6262.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum Oyj                                           | Fortum Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |        5319 | NS      | $88480.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-VINO                                                                             | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127000 | PA      | $1034146.58   | 0.05%             | 2038-05-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                             | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        3770 | NS      | $783255.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                 | Western Digital Corp                                                                                               | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       94000 | PA      | $88521.68     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SHELL PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -385 | NC      | $-51012.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                        | Hewlett Packard Enterprise Co                                                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        8691 | NS      | $138708.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                   | Crown Holdings Inc                                                                                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        2073 | NS      | $170421.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Bank NA                                          | PNC Bank NA                                                                                                        | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      621000 | PA      | $599291.78    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                              | Garfunkelux Holdco 3 SA                                                                                            | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      214000 | PA      | $182630.99    | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ROCKWELL AUTOMATION INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -59 | NC      | $-12508.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                         | Enbridge Inc                                                                                                       | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      371360 | NS      | $14514306.65  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $385689.56    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                   | J M Smucker Co/The                                                                                                 | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -5376 | NS      | $-851880.96   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Pandora A/S                                          | Pandora A/S                                                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        2525 | NS      | $177412.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                         | Alphabet Inc                                                                                                       | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      149000 | PA      | $83937.33     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SHELL PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |         385 | NC      | $92400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                            | Legal & General Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |       47756 | NS      | $144047.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       11188 | NS      | $3514966.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                 | Woolworths Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |        3511 | NS      | $80224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                           | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        5272 | NS      | $772611.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Deutschland Holding AG                    | Telefonica Deutschland Holding AG                                                                                  | CUSIP: 000000000<br>LEI: 391200ECRPJ3SWQJUM30 | Long             | EC               | CORP              | DE        |       60181 | NS      | $148360.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY9TT5G9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     5217938 | NC      | $44119.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | ENEOS HOLDINGS INC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      171005 | OU      | $-2158.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                      | Aimbridge Acquisition Co., Inc. 2020 Incremental Term Loan B                                                       | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |     1054757 | PA      | $958183.11    | 0.05%             | 2026-02-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                               | Boston Scientific Corp                                                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      274390 | NS      | $12696025.30  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYAPYK31 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     9088397 | OU      | $179960.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | RIVIAN AUTOMOTIVE INC CLASS A                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      222799 | OU      | $64153.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -192 | NC      | $-23424.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2020-L4                                                                             | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $93048.65     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                 | Mercedes-Benz Finance North America LLC                                                                            | CUSIP: 233851DZ4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      454000 | PA      | $426839.65    | 0.02%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                            | Archer-Daniels-Midland Co                                                                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      121124 | NS      | $11246363.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANA AUSTRALIAN FIXINC TRUST                       | OCEANA AUSTRALIAN FIXINC TRUST                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      442180 | PA      | $301058.31    | 0.01%             | 2023-08-31      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -119 | NC      | $-4522.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-3450680.37  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                          | Swedbank AB                                                                                                        | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |       47277 | NS      | $803290.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                  | Elevance Health Inc                                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         320 | NS      | $164150.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      227000 | PA      | $187781.14    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                              | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                        | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      763000 | PA      | $734315.95    | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                      | Baker Hughes Co                                                                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12169 | NS      | $359350.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARROLS RESTAURANT GROUP                             | Carrols Restaurant Group Inc                                                                                       | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      269000 | PA      | $188531.88    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      488000 | PA      | $310435.93    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVgo Inc                                             | EVgo Inc                                                                                                           | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       16129 | NS      | $10770.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                                                           | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      480000 | PA      | $457404.27    | 0.02%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                  | Suzano Austria GmbH                                                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $155920.80    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | VONOVIA SE                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |      224051 | OU      | $11110.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                          | Raymond James Financial Inc                                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       33091 | NS      | $3535773.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | HUMANA INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $37710.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | INTERNATIONAL BUSINESS MACHINES CO                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      525653 | OU      | $24507.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances Inc of Zhuhai               | Gree Electric Appliances Inc of Zhuhai                                                                             | CUSIP: 000000000<br>LEI: 655600UY069MU9JRAN62 | Long             | EC               | CORP              | CN        |      144800 | NS      | $673207.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brenntag SE                                          | Brenntag SE                                                                                                        | CUSIP: 000000000<br>LEI: NNROIXVWJ7CPSR27SV97 | Long             | EC               | CORP              | DE        |        4488 | NS      | $286905.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $172339.03    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                                                       | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      147000 | PA      | $85645.18     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC 2nd Lien Term Loan                                                                                 | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       53053 | PA      | $41729.37     | 0.00%             | 2030-01-24      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                       | Bayview Commercial Asset Trust 2006-3                                                                              | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14807 | PA      | $14017.89     | 0.00%             | 2036-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TE CONNECTIVITY LTD                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |          90 | NC      | $6750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CF INDUSTRIES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -127 | NC      | $-635.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                          | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      583317 | PA      | $577390.81    | 0.03%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                 | Edison International                                                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       11638 | NS      | $740409.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                                                               | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      645000 | PA      | $628482.79    | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GRAND ROUNDS INC.                                    | GRAND ROUNDS INC.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1035048 | NS      | $1169604.24   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYAPYQ76 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -9088397 | OU      | $-48536.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       25577 | NS      | $1605771.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 000000000<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123341.66    | 0.01%             | 2026-12-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY9BAFB9 IRS USD R F  3.05000 2 CCPOIS / Short: SRY9BAFB9 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12894108 | OU      | $-542048.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       62000 | PA      | $58581.14     | 0.00%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      302109 | PA      | $290417.19    | 0.01%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152557.05    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          38 | NC      | $100510.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                              | Akamai Technologies Inc                                                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        1406 | NS      | $118525.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                         | MediaTek Inc                                                                                                       | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |        9000 | NS      | $183013.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Plaza Trust                             | Independence Plaza Trust 2018-INDP                                                                                 | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242000 | PA      | $225180.54    | 0.01%             | 2035-07-10      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | Long: BRWRN18K6 IRS BRL R F  9.54000 2 NDFPREDISWAP / Short: BRWRN18K6 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    11008919 | OU      | $-171336.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                    | Toll Brothers Inc                                                                                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        4998 | NS      | $249500.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                 | Generac Holdings Inc                                                                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         400 | NS      | $40264.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       39000 | PA      | $35969.72     | 0.00%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      213000 | PA      | $18026.19     | 0.00%             | 2024-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                                                               | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      655000 | PA      | $638015.88    | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | S+P500 EMINI FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -77 | NC      | $85097.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                             | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  6985000000 | PA      | $53223686.04  | 2.58%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYAAB3G7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DFE              |  | US        |    -1105285 | OU      | $-12007.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                            | H & M Hennes & Mauritz AB                                                                                          | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       14600 | NS      | $157041.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                    | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      145112 | NS      | $465248.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      836000 | PA      | $850002.60    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                             | American Water Capital Corp                                                                                        | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      226000 | PA      | $216215.92    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | PURCHASED DKK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | DK        |           1 | NC      | $39721.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Auto Auction Group, LLC                     | American Auto Auction Group, LLC 2021 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1098811 | PA      | $844985.78    | 0.04%             | 2027-12-30      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| RELATIVITY SPACE, SERIES E                           | RELATIVITY SPACE, SERIES E                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       29214 | NS      | $481154.58    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      399000 | PA      | $399252.43    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                             | California Resources Corp                                                                                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96104.00     | 0.00%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                            | WRKCo Inc                                                                                                          | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      226000 | PA      | $216978.97    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                            | Unimicron Technology Corp                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       92000 | NS      | $359193.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        5699 | NS      | $1135468.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      452000 | PA      | $374765.43    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                  | Liberty Media Corp-Liberty SiriusXM                                                                                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      119901 | NS      | $4691726.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                              | Darling Ingredients Inc                                                                                            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        5474 | NS      | $342617.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2021-ROSS                                                                        | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209172 | PA      | $196532.87    | 0.01%             | 2026-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                       | LUXE Trust 2021-TRIP                                                                                               | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61621 | PA      | $58928.06     | 0.00%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                               | Koninklijke Philips NV                                                                                             | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |        8091 | NS      | $121288.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BOOKING HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-3390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      734000 | PA      | $647040.12    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -147 | NC      | $-202860.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                           | VMware Inc                                                                                                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      896000 | PA      | $731656.39    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      496000 | PA      | $416594.45    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| OCEANA AUSTRALIAN TRUST 10.25                        | OCEANA AUSTRALIAN TRUST 10.25                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      820556 | PA      | $574737.59    | 0.03%             | 2025-08-31      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | CARNIVAL CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | PA        |          91 | NC      | $3003.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                                                        | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      407000 | PA      | $395459.41    | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                    | Genius Sports Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       87523 | NS      | $312457.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | LULULEMON ATHLETICA INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          46 | NC      | $7360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                               | MSCI EMGMKT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          23 | NC      | $-35206.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                          | Workday Inc                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        3220 | NS      | $538802.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                               | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $94798.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | UBER TECHNOLOGIES INC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      213653 | OU      | $-780.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                        | Alen 2021-ACEN Mortgage Trust                                                                                      | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576000 | PA      | $460740.90    | 0.02%             | 2034-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                          | CDW Corp/DE                                                                                                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        3117 | NS      | $556633.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                             | Connect Finco SARL / Connect US Finco LLC                                                                          | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      617000 | PA      | $571810.62    | 0.03%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                | Norfolk Southern Corp                                                                                              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        1303 | NS      | $321085.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL Entertainment, LLC                               | ECL Entertainment, LLC Term Loan                                                                                   | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      704149 | PA      | $701804.14    | 0.03%             | 2028-05-01      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $191980.13    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S91ZC0P62 CDS EUR R F  5.00000 2 CCPCDX / Short: S91ZC0P62 CDS EUR P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      288804 | OU      | $8642.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd      | Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd                                                             | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      898000 | PA      | $877264.01    | 0.04%             | 2037-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $-5745.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fila Holdings Corp                                   | Fila Holdings Corp                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2137 | NS      | $56377.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      148806 | NS      | $35686654.92  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ILJIN MATERIALS                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |      101142 | OU      | $8793.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                    | Suncor Energy Inc                                                                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       12117 | NS      | $384361.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-38864.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRPFWP5 IRS MXN R F  6.46500 2 CCPVANILLA / Short: SRWRPFWP5 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    27869289 | OU      | $-110140.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                                                               | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      316000 | PA      | $257718.48    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                  | Health Care Select Sector SPDR Fund                                                                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |       21224 | NS      | $2883280.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                             | Enel SpA                                                                                                           | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |       67948 | NS      | $365856.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      875000 | PA      | $832207.13    | 0.04%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | HUMANA INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-10286.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dr Ing hc F Porsche AG                               | Dr Ing hc F Porsche AG                                                                                             | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |       23422 | NS      | $2375578.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                 | Align Technology Inc                                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        2015 | NS      | $424963.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | BRYAYAQW3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     1080000 | NC      | $5037.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENDOOR                                             | OpenDoor Mezzanine Fixed Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | LON              | CORP              | US        |     1767223 | PA      | $1650585.84   | 0.08%             | 2026-02-28      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| Fiserv Inc                                           | Fiserv Inc                                                                                                         | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      221000 | PA      | $218645.12    | 0.01%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                        | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       11965 | NS      | $318277.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | MONEY FORWARD INC                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      191593 | OU      | $3431.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                | STMicroelectronics NV                                                                                              | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       29795 | NS      | $1052343.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                               | Japan Post Bank Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |       28000 | NS      | $240658.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORPORATION                                  | Moody's Corp                                                                                                       | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      111000 | PA      | $69859.45     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CVS HEALTH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -181 | NC      | $-61540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                   | Vertiv Holdings Co                                                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      258748 | NS      | $3534497.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |       39240 | NS      | $8313386.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Intermediate, Inc.                      | Sovos Brands Intermediate, Inc. 2021 Term Loan                                                                     | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |      122761 | PA      | $119283.20    | 0.01%             | 2028-06-08      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                  | DBWF 2018-GLKS Mortgage Trust                                                                                      | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      228110 | PA      | $218427.57    | 0.01%             | 2030-12-19      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      226000 | PA      | $215180.66    | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $82172.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          57 | NC      | $51015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Baiyun International Airport Co Ltd        | Guangzhou Baiyun International Airport Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 300300HCH80SKW83W383 | Long             | EC               | CORP              | CN        |       87000 | NS      | $187849.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      226000 | PA      | $236536.31    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                            | Kering SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       11189 | NS      | $5695186.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                         | Evolution AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        2083 | NS      | $202693.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust                       | Mariner Finance Issuance Trust 2020-A                                                                              | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      676000 | PA      | $643343.86    | 0.03%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                      | AstraZeneca PLC                                                                                                    | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      924000 | PA      | $729984.23    | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY9TT5Q7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     5217938 | NC      | $90083.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                              | GlaxoSmithKline Capital PLC                                                                                        | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      689000 | PA      | $670264.53    | 0.03%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lions Gate Entertainment Corp                        | Lions Gate Entertainment Corp                                                                                      | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       45360 | NS      | $259005.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aier Eye Hospital Group Co Ltd                       | Aier Eye Hospital Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       69419 | NS      | $310262.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                             | Benchmark 2021-B23 Mortgage Trust                                                                                  | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6175806 | PA      | $404956.26    | 0.02%             | 2054-02-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: S95V4ZF37 CDS USD R F  1.00000 2 CCPCDX / Short: S95V4ZF37 CDS USD P V 03MEVENT 1 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5261984 | OU      | $41938.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CVS HEALTH CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         127 | NC      | $5334.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                        | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        4746 | NS      | $486892.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       41799 | NS      | $4070386.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113979.82    | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FARMERS BUS NETWORK SERIES G                         | FARMERS BUS NETWORK SERIES G                                                                                       | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |        3171 | NS      | $147800.31    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                             | Mondelez International Holdings Netherlands BV                                                                     | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |        4000 | PA      | $3476.48      | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ALBEMARLE CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          49 | NC      | $52136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         375 | NC      | $45375.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ABBOTT LABORATORIES                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         192 | NC      | $9984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY2PHWT6 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY2PHWT6 IRS USD P F  2.60000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      918178 | OU      | $70153.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-614.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                                         | DocuSign Inc                                                                                                       | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      145000 | PA      | $136300.00    | 0.01%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                                 | 2020 Cash Mandatory Exchangeable Trust                                                                             | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3998 | NS      | $4583786.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                              | Rockwell Automation Inc                                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       10013 | NS      | $2579048.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                    | Origin Energy Ltd                                                                                                  | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |       30979 | NS      | $162830.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                     | SMB Private Education Loan Trust 2021-C                                                                            | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      211400 | PA      | $180888.64    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      147000 | PA      | $89964.52     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                                                              | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      338000 | PA      | $60835.27     | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      445000 | PA      | $438636.84    | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TPB Acquisition Corp I                               | TPB Acquisition Corp I                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       18190 | NS      | $182627.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                | Texas Instruments Inc                                                                                              | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       90000 | PA      | $73986.42     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-438922.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                    | L3Harris Technologies Inc                                                                                          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1269345.95   | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Rocket Lab USA Inc                                   | Rocket Lab USA Inc                                                                                                 | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33454 | NS      | $126121.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1211 Avenue of the Americas Trust                    | 1211 Avenue of the Americas Trust 2015-1211                                                                        | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      508000 | PA      | $425413.98    | 0.02%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                               | Trane Technologies PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        2441 | NS      | $410307.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANK NA                                | Texas Capital Bank NA                                                                                              | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |      822000 | PA      | $796715.59    | 0.04%             | 2024-09-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | PTC INC                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      248364 | OU      | $3722.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                         | Newmont Corp                                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        5180 | NS      | $244496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                             | Adyen NV                                                                                                           | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        3119 | NS      | $4301622.27   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MARATHON OIL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         392 | NC      | $2744.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                     | BRYB7HHA4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -4262501 | OU      | $-10545.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -575 | NC      | $-5175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                                                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      609000 | PA      | $608262.68    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY3CE3T7 IRS USD R F  2.83000 2 CCPOIS / Short: SRY3CE3T7 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13192306 | OU      | $-522494.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $212193.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                             | Willis Towers Watson PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |        1293 | NS      | $316241.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                       | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      276000 | PA      | $266750.55    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                               | NXP BV / NXP Funding LLC                                                                                           | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      125000 | PA      | $124280.64    | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       28956 | NS      | $4231629.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                                                     | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      164000 | PA      | $157155.05    | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) Term Loan                                                                       | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      144905 | PA      | $143326.53    | 0.01%             | 2026-02-06      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO-BTP FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -72 | NC      | $651133.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2803 | NS      | $503110.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirax-Sarco Engineering PLC                         | Spirax-Sarco Engineering PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       11137 | NS      | $1429211.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      501000 | PA      | $495126.42    | 0.02%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                            | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        6805 | NS      | $2290086.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $640605.14    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          99 | NC      | $-232628.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                            | Woodside Energy Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |       16261 | NS      | $392367.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY0VV950 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -36130761 | NC      | $-608101.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYACAD01 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DFE              |  | US        |    -1315621 | OU      | $-4983.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS 2018-TALL Mortgage Trust                                                                                     | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188000 | PA      | $158959.11    | 0.01%             | 2037-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                               | Marvell Technology Inc                                                                                             | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $134217.50    | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         183 | NC      | $267180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -183 | NC      | $-76860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                        | MHC Commercial Mortgage Trust 2021-MHC                                                                             | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256281 | PA      | $240285.40    | 0.01%             | 2038-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      706000 | PA      | $684874.59    | 0.03%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                             | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      226000 | PA      | $170364.29    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                              | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       20422 | NS      | $354931.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                          | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      946906 | PA      | $901988.35    | 0.04%             | 2038-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      249000 | PA      | $200414.44    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                              | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236000 | PA      | $230699.53    | 0.01%             | 2036-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MEDIAN B V                                           | Median B V 2021 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      868038 | PA      | $781291.53    | 0.04%             | 2027-10-14      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                                                           | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      235000 | PA      | $202698.52    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                               | Indian Railway Finance Corp Ltd                                                                                    | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |      207000 | PA      | $178440.37    | 0.01%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                | TotalEnergies Capital International SA                                                                             | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108554.29    | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Latch Inc                                            | Latch Inc                                                                                                          | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       20232 | NS      | $861.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      261201 | NS      | $23176364.73  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                      | AstraZeneca PLC                                                                                                    | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       62969 | NS      | $4269298.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                               | AngloGold Ashanti Holdings PLC                                                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      208000 | PA      | $180405.57    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      110000 | PA      | $84425.61     | 0.00%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                         | Autodesk Inc                                                                                                       | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      328000 | PA      | $281956.39    | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4030400 | PA      | $3602170.00   | 0.17%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                           | Cigna Corp                                                                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        2687 | NS      | $890310.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                          | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177006 | PA      | $170266.02    | 0.01%             | 2038-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd                   | SITC International Holdings Co Ltd                                                                                 | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |       84000 | NS      | $186823.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubisoft Entertainment SA                             | Ubisoft Entertainment SA                                                                                           | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | EC               | CORP              | FR        |        8497 | NS      | $240215.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| kdc/one Development Corporation, Inc.                | kdc/one Development Corporation, Inc. 2020 EUR Term Loan B                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2685394 | PA      | $2800328.61   | 0.14%             | 2025-12-22      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                    | Admiral Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |        5989 | NS      | $154727.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                           | Invesco QQQ Trust Series 1                                                                                         | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       15400 | NS      | $4100712.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SOFI TECHNOLOGIES INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          36 | NC      | $792.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                     | SMB Private Education Loan Trust 2021-A                                                                            | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1591668 | PA      | $1329259.88   | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                          | Cie Financiere Richemont SA                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        2119 | NS      | $274772.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      249000 | PA      | $245282.11    | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                             | Spain Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2502000 | PA      | $2387405.09   | 0.12%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      596000 | PA      | $553427.72    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                              | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      623000 | PA      | $602788.88    | 0.03%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Merit                                                | MHP 2021-STOR                                                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387313 | PA      | $359753.32    | 0.02%             | 2038-07-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       19000 | PA      | $16809.37     | 0.00%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                              | Oncor Electric Delivery Co LLC                                                                                     | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      226000 | PA      | $221257.97    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      704000 | PA      | $701273.39    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                        | Sempra Energy                                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       86980 | NS      | $13441889.20  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                         | State Street Institutional US Government Money Market Fund                                                         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   142306779 | NS      | $142306779.43 | 6.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                           | Cigna Corp                                                                                                         | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      620000 | PA      | $613204.01    | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                    | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      269000 | PA      | $236349.64    | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY5N7L24 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   103477788 | NC      | $1177053.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       54196 | NS      | $5050525.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                                                    | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      455000 | PA      | $360756.37    | 0.02%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRYBHR316 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -24920000 | NC      | $-280286.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cox Communications Inc                               | Cox Communications Inc                                                                                             | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      542000 | PA      | $523601.39    | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                     | Crown Castle Inc                                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |        1748 | NS      | $237098.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | COVESTRO AG                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      343014 | OU      | $-2518.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBER BIDCO SPA                                      | Fiber Bidco Spa                                                                                                    | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |      355000 | PA      | $378109.52    | 0.02%             | 2027-10-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                | Argentine Republic Government International Bond                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      397080 | PA      | $105407.83    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      226000 | PA      | $197814.21    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | Long: BRWRKQQC2 IRS BRL R F  9.38500 2 NDFPREDISWAP / Short: BRWRKQQC2 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    10128697 | OU      | $-167152.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -478 | NC      | $-276762.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hygeia Healthcare Holdings Co Ltd                    | Hygeia Healthcare Holdings Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 2549001Z9KHQTRR29237 | Long             | EC               | CORP              | KY        |       52400 | NS      | $375942.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRTGCU0 IRS MXN R F  6.42750 2 CCPVANILLA / Short: SRWRTGCU0 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28020580 | OU      | $-112389.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                            | adidas AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        2572 | NS      | $350922.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                                                                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      448000 | PA      | $429637.47    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | NORTHROP GRUMMAN CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          22 | NC      | $14784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOPARAN FINANCE PLC                                  | Boparan Finance PLC                                                                                                | CUSIP: 000000000<br>LEI: 213800GQSQIOBR3DHN70 | Long             | DBT              | CORP              | GB        |      964000 | PA      | $786081.12    | 0.04%             | 2025-11-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                              | Walt Disney Co/The                                                                                                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      226000 | PA      | $192905.57    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                              | Kinder Morgan Energy Partners LP                                                                                   | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      299000 | PA      | $295810.87    | 0.01%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREED CORP                                           | FREED CORP                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1063263 | PA      | $1023390.57   | 0.05%             | 2023-12-02      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                       | ZHUZHOU CRRC TIMES ELECTRIC LTD H                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       30311 | OU      | $-470.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC          | BBCMS 2017-DELC Mortgage Trust                                                                                     | CUSIP: 05552EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $218262.69    | 0.01%             | 2036-08-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO-SCHATZ FUT MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -113 | NC      | $138406.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                              | BPCE SA                                                                                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $186899.24    | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      114377 | NS      | $9937073.76   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                              | GSK Consumer Healthcare Capital US LLC                                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1133000 | PA      | $1054772.92   | 0.05%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                     | Ryder System Inc                                                                                                   | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29487.11     | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                                                              | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      246000 | PA      | $245729.40    | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -299 | NC      | $-1196.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LG Energy Solution Ltd                               | LG Energy Solution Ltd                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        9937 | NS      | $3424853.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                        | Endeavour Group Ltd/Australia                                                                                      | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |       50901 | NS      | $222491.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | DOLLAR TREE INC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      310832 | OU      | $6311.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc                                          | Gartner Inc                                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        1167 | NS      | $392275.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                             | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       89494 | NS      | $14809467.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       35256 | NS      | $4998948.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                       | Fannie Mae-Aces                                                                                                    | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67509 | PA      | $64032.32     | 0.00%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-14871.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                              | Corebridge Global Funding                                                                                          | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      334000 | PA      | $311718.76    | 0.02%             | 2024-06-17      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                           | Symrise AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        9738 | NS      | $1059603.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| China Petroleum & Chemical Corp                      | China Petroleum & Chemical Corp                                                                                    | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |      292000 | NS      | $141034.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                    | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      328164 | NS      | $7607372.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Towers AG                                    | Vantage Towers AG                                                                                                  | CUSIP: 000000000<br>LEI: 213800BBQO965UPQ7J59 | Long             | EC               | CORP              | DE        |      222363 | NS      | $7640710.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIGROUP                                            | OptiGroup EUR Term Loan B1                                                                                         | CUSIP: 000000000<br>LEI: 5493005IJ4CIJDVE9E09 | Long             | LON              | CORP              | SE        |      990000 | PA      | $993510.94    | 0.05%             | 2029-03-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| GM CRUISE HLDG CL G CVT                              | GM CRUISE HLDG CL G CVT                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       27806 | NS      | $397625.80    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Astellas Pharma Inc                                  | Astellas Pharma Inc                                                                                                | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |       28400 | NS      | $434201.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                        | BRY97X0G9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -50305665 | NC      | $-120807.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                         | Fortinet Inc                                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       51742 | NS      | $2529666.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Financial Group Inc                               | KB Financial Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        3854 | NS      | $147656.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                                                           | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      207000 | PA      | $188177.80    | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      230000 | PA      | $224999.95    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                                                        | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      931000 | PA      | $912506.85    | 0.04%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1696 | NC      | $-22048.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRF SA                                               | BRF SA                                                                                                             | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $168669.26    | 0.01%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                  | American Tower Corp                                                                                                | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      147000 | PA      | $92498.38     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         209 | NC      | $3971.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                   | Smith & Nephew PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |        4517 | NS      | $60587.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      429000 | PA      | $414328.20    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                             | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      226000 | PA      | $184415.95    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                   | Seagate HDD Cayman                                                                                                 | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      210000 | PA      | $230328.00    | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | Long: BRY9NKTW3 TRS USD R V 12MSOFR BRY9NKTY9 EQUITYTRS / Short: BRY9NKTW3 TRS USD P E BRY9NKTX1 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      137050 | OU      | $3043.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                   | Banco Santander SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $447344.42    | 0.02%             | 2026-10-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                            | Aetna Inc                                                                                                          | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61196.58     | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                               | Millicom International Cellular SA                                                                                 | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      180000 | PA      | $167386.44    | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ZOOM VIDEO COMMUNICATIONS INC CLAS                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      127860 | OU      | $8163.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                          | Long: BRWRWGK52 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BRWRWGK52 IRS EUR P F   .02000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3655837 | OU      | $925744.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      190000 | PA      | $155661.30    | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                       | Dr Martens PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |       32146 | NS      | $74072.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                                   | PPG Industries Inc                                                                                                 | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      192000 | PA      | $170186.01    | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | SNAP INC CLASS A                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       60204 | OU      | $-1872.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | PULTEGROUP INC                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      398666 | OU      | $4330.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hedosophia European Growth                           | Hedosophia European Growth                                                                                         | CUSIP: 000000000<br>LEI: 549300Q5OZTF68OGPY72 | Long             | EC               | CORP              | KY        |       76087 | NS      | $796147.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd            | Industrial & Commercial Bank of China Ltd                                                                          | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | EC               | CORP              | CN        |      616000 | NS      | $317255.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                                      | Cano Health Inc                                                                                                    | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |       29130 | NS      | $6408.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96925.88     | 0.00%             | 2028-11-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         260 | NC      | $35880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046UR45<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |      600000 | PA      | $591207.75    | 0.03%             | 2023-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                              | AI Candelaria Spain SA                                                                                             | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      235417 | PA      | $222939.58    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1315695 | PA      | $1210555.98   | 0.06%             | 2060-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515000 | PA      | $482101.49    | 0.02%             | 2036-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                               | Egypt Government International Bond                                                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      220000 | PA      | $146228.72    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | BRYBZ5NA2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |     1215000 | NC      | $1504.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                             | Prudential Financial Inc                                                                                           | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      521000 | PA      | $511882.50    | 0.02%             | 2043-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nice Ltd                                             | Nice Ltd                                                                                                           | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       29167 | NS      | $5608814.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672085 | PA      | $440588.21    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                           | Airbnb Inc                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        2587 | NS      | $221188.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                                 | Frontier Florida LLC                                                                                               | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      844000 | PA      | $777180.52    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                     | Exxon Mobil Corp                                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       48615 | NS      | $5362234.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                   | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      214898 | NS      | $7112758.11   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                                               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $40123.99     | 0.00%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                              | iShares MSCI Brazil ETF                                                                                            | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       44366 | NS      | $1240917.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      280000 | PA      | $285182.41    | 0.01%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ELECTRONIC ARTS INC                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      245788 | OU      | $7659.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                  | LYB International Finance III LLC                                                                                  | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      226000 | PA      | $179206.70    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                   | Kingspan Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |        7758 | NS      | $420044.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                | Indonesia Government International Bond                                                                            | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      440000 | PA      | $430247.79    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | Long: BRYBNQV36 TRS USD R E BRYBNQV44 EQUITYTRS / Short: BRYBNQV36 TRS USD P V 12MSOFR BRYBNQV51 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     4427631 | OU      | $-110331.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                              | Sasol Financing USA LLC                                                                                            | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181198.70    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                   | SPDR Bloomberg High Yield Bond ETF                                                                                 | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |       13631 | NS      | $1226790.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | SHANDONG GOLD MINING LTD H                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      207452 | OU      | $10797.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                               | SLM Private Education Loan Trust 2010-C                                                                            | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      530223 | PA      | $568663.93    | 0.03%             | 2041-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                             | Brex Commercial Charge Card Master Trust                                                                           | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      612000 | PA      | $605360.17    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                 | Mercedes-Benz Finance North America LLC                                                                            | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      420000 | PA      | $398788.45    | 0.02%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                                                          | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       71024 | NS      | $8229612.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRTFJ84 IRS MXN R F  6.42000 2 CCPVANILLA / Short: SRWRTFJ84 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    20466582 | OU      | $-82420.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | NORTHROP GRUMMAN CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-5885.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                                                            | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30936.10     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      811000 | PA      | $679622.78    | 0.03%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                             | Blackstone Holdings Finance Co LLC                                                                                 | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      195000 | PA      | $175718.66    | 0.01%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                             | TWDC Enterprises 18 Corp                                                                                           | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19161.94     | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | FASTIGHETS AB BALDER B                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      408981 | OU      | $-2974.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                          | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      967617 | PA      | $902384.33    | 0.04%             | 2038-11-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                                                               | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |        8000 | PA      | $7113.03      | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-SOAR                                                                             | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1689879 | PA      | $1569425.45   | 0.08%             | 2038-06-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                            | ACRES Commercial Realty 2021-FL1 Ltd                                                                               | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      195000 | PA      | $189534.93    | 0.01%             | 2036-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                              | CUSIP: 12653VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $99239.38     | 0.00%             | 2036-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                                                                  | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       73000 | PA      | $70774.80     | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      678000 | PA      | $597888.20    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                         | Keyence Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        4513 | NS      | $1768199.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                       | S&P Global Inc                                                                                                     | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      464000 | PA      | $423767.04    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      230000 | PA      | $209150.96    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Want Want China Holdings Ltd                         | Want Want China Holdings Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5299005HZCEKX4O1J230 | Long             | EC               | CORP              | KY        |       82000 | NS      | $54838.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                                                                | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      749000 | PA      | $729202.69    | 0.04%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY8BQTY1 IRS USD R F  3.47000 2 CCPOIS / Short: SRY8BQTY1 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11444776 | OU      | $-87014.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                    | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        1195 | NS      | $125053.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CONOCOPHILLIPS                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -96 | NC      | $-26304.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -182 | NC      | $-165438.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES INC                              | DREAM FINDERS HOMES INC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2409 | NS      | $2195201.25   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2017-3 Ltd                                                                                                | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $145445.10    | 0.01%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      207000 | PA      | $202991.97    | 0.01%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ganfeng Lithium Group Co Ltd                         | Ganfeng Lithium Group Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 3003006BE6UOHWEOOR42 | Long             | EC               | CORP              | CN        |      144200 | NS      | $1077050.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yifeng Pharmacy Chain Co Ltd                         | Yifeng Pharmacy Chain Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 300300CZZIF44N1EZO06 | Long             | EC               | CORP              | CN        |       21260 | NS      | $195238.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      226000 | PA      | $179150.67    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                        | Starwood Property Trust, Inc. 2021 Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1407364 | PA      | $1351899.82   | 0.07%             | 2026-06-09      | Floating      | 10.08%                | Yes           |                  3 | On Loan: No      |
| Life Financial Services Trust                        | Life 2021-BMR Mortgage Trust                                                                                       | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867785 | PA      | $819037.89    | 0.04%             | 2038-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Shanghai Fosun Pharmaceutical Group Co Ltd           | Shanghai Fosun Pharmaceutical Group Co Ltd                                                                         | CUSIP: 000000000<br>LEI: 300300DMUYLW3FP1OT73 | Long             | EC               | CORP              | CN        |       44000 | NS      | $140927.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      159000 | PA      | $146314.28    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co Ltd               | Samsung Fire & Marine Insurance Co Ltd                                                                             | CUSIP: 000000000<br>LEI: 988400JMBDK47EW0Z936 | Long             | EC               | CORP              | KR        |         673 | NS      | $106495.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -93 | NC      | $-118761.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings Inc                              | Sega Sammy Holdings Inc                                                                                            | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |       25000 | NS      | $380409.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                              | Activision Blizzard Inc                                                                                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       16512 | NS      | $1263993.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                                                              | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $184022.20    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                    | SK Telecom Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |        7342 | NS      | $275426.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | FORD MOTOR CO                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         105 | NC      | $2310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      697000 | PA      | $665625.83    | 0.03%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      680000 | PA      | $655259.21    | 0.03%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division     | LONG GILT FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -25 | NC      | $189491.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES BY WEST BAY LLC                                | HOMES BY WEST BAY LLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1433000 | PA      | $1302310.40   | 0.06%             | 2027-04-30      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Koninklijke Vopak NV                                 | Koninklijke Vopak NV                                                                                               | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        6217 | NS      | $184675.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511000 | PA      | $464666.86    | 0.02%             | 2036-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -90 | NC      | $-2610.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Redstone Holdco 2 LP                                 | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                       | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742791 | PA      | $366292.53    | 0.02%             | 2029-04-27      | Floating      | 12.11%                | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc                             | Hana Financial Group Inc                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       10539 | NS      | $350939.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovid Corp                                         | Innovid Corp                                                                                                       | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |        4887 | NS      | $1954.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: B95V4ZFE3 CDS EUR R V 03MEVENT 1 CCPCDX / Short: B95V4ZFE3 CDS EUR P F  5.00000 2 CCPCDX                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      562473 | OU      | $-6009.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES SEMICONDUCTOR ETF                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -32 | NC      | $-19232.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                             | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      843000 | PA      | $682719.83    | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG                             | Sani/Ikos Financial Holdings 1 Sarl                                                                                | CUSIP: 000000000<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |      787000 | PA      | $779260.47    | 0.04%             | 2026-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | NORTHROP GRUMMAN CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          31 | NC      | $123535.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -461 | NC      | $-461.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                                                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7580.44      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                 | BANK 2017-BNK9                                                                                                     | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84029 | PA      | $77729.14     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | XPO LOGISTICS INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -84 | NC      | $-99540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                                                | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61154.86     | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CF INDUSTRIES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         124 | NC      | $3100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $36166.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                   | Leviathan Bond Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      102000 | PA      | $101573.23    | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX HIGH YIELD CORPO                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         151 | NC      | $2567.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      422000 | PA      | $402314.99    | 0.02%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                               | First Republic Bank/CA                                                                                             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        2356 | NS      | $287172.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | OPEN HOUSE LTD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       56831 | OU      | $2035.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                              | Becton Dickinson and Co                                                                                            | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       53341 | NS      | $2671317.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                      | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       60316 | NS      | $4801153.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                    | Long: BRY4KJUB4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY4KJUB4 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |       50000 | OU      | $3668.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                     | Lenovo Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      140000 | NS      | $114970.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Pharmaceuticals PLC                            | Hikma Pharmaceuticals PLC                                                                                          | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |        5423 | NS      | $101751.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                   | Panama Government International Bond                                                                               | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      597000 | PA      | $513410.37    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                          | Long: SRY6MVX76 IRS GBP R F  4.25500 2 CCPOIS / Short: SRY6MVX76 IRS GBP P V 12MSONIA 1 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    28459891 | OU      | $-123217.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ROCKWELL AUTOMATION INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          59 | NC      | $6490.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -89 | NC      | $-4094.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                              | Walt Disney Co/The                                                                                                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      479000 | PA      | $426214.43    | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                          | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1359836 | PA      | $1302118.76   | 0.06%             | 2038-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                                                       | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       54000 | PA      | $52882.87     | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                                                     | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      215000 | PA      | $201814.05    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | KAKAO CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      378574 | OU      | $10380.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY8HAW83 IRS USD R F  2.91000 2 CCPOIS / Short: SRY8HAW83 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26054340 | OU      | $-972580.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NXSS                                                   | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194000 | PA      | $193515.91    | 0.01%             | 2039-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                        | Nomura Research Institute Ltd                                                                                      | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |       12200 | NS      | $289568.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                     | Wartsila OYJ Abp                                                                                                   | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |       22708 | NS      | $191253.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                       | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2663000 | PA      | $2589357.98   | 0.13%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                   | Braskem Idesa SAPI                                                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $142763.69    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                 | Western Digital Corp                                                                                               | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      930000 | PA      | $885825.00    | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                               | Berkshire Hathaway Inc                                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        2876 | NS      | $888396.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | LULULEMON ATHLETICA INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          28 | NC      | $588.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ROCKWELL AUTOMATION INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-22420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                          | PROLOGIS LP                                                                                                        | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      139000 | PA      | $110175.80    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                | SURA Asset Management SA                                                                                           | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      239000 | PA      | $238177.84    | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      266000 | PA      | $219601.97    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                              | Walt Disney Co/The                                                                                                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      880000 | PA      | $820178.12    | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                          | Nutrien Ltd                                                                                                        | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        9702 | NS      | $708303.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Room Holdings, Inc.                          | Digital Room Holdings, Inc. 2021 Term Loan                                                                         | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      359982 | PA      | $308234.35    | 0.01%             | 2028-12-21      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                    | Herens Midco Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |     1189000 | PA      | $879042.40    | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                              | DSV A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |        2198 | NS      | $346937.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | AIR PRODUCTS AND CHEMICALS INC                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-43016.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOTO GROUP INC                                       | GoTo Group Inc                                                                                                     | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      506000 | PA      | $272137.89    | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | FORD MOTOR CO                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         191 | NC      | $5539.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14898000 | PA      | $14802559.69  | 0.72%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1592327 | NS      | $3541962.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac Structured Agency Credit Risk Debt Notes                                                               | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115432 | PA      | $106691.05    | 0.01%             | 2033-08-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                              | Recruit Holdings Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       20655 | NS      | $657390.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                                   | Steel Dynamics Inc                                                                                                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      226000 | PA      | $198716.87    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                | Argentine Republic Government International Bond                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4657374 | PA      | $1181322.56   | 0.06%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      533000 | PA      | $329620.69    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                 | BX Commercial Mortgage Trust 2019-XL                                                                               | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1495965 | PA      | $1426240.31   | 0.07%             | 2036-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | CHINA OVERSEAS LAND INVESTMENT LTD                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      248763 | OU      | $-3294.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      436000 | PA      | $419307.50    | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                       | Atlas Copco AB                                                                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       87114 | NS      | $1027684.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                                                             | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      185000 | PA      | $160820.50    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO STOXX 50 MAR23                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -189 | NC      | $435346.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                 | Waste Management Inc                                                                                               | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      141000 | PA      | $126071.53    | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| City Brewing Company, LLC                            | City Brewing Company, LLC Closing Date Term Loan                                                                   | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      263827 | PA      | $112786.23    | 0.01%             | 2028-04-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                     | Ventas Realty LP                                                                                                   | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      515000 | PA      | $494606.59    | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                | East Japan Railway Co                                                                                              | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |        4500 | NS      | $257848.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MMC Norilsk Nickel PJSC                              | MMC Norilsk Nickel PJSC                                                                                            | CUSIP: 000000000<br>LEI: 253400JPTEEW143W3E47 | Long             | EC               | CORP              | RU        |          28 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       58000 | PA      | $43590.50     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYAV4H75 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -21063210 | NC      | $-121138.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                                   | FEL Energy VI Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      184790 | PA      | $158128.49    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                  | TransDigm Group Inc                                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1529 | NS      | $962734.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                              | Talen Energy Supply LLC                                                                                            | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      333000 | PA      | $346320.00    | 0.02%             | 2028-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | NASDAQ 100 E-MINI MAR23                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -62 | NC      | $1005748.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                           | Cadence Design Systems Inc                                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       16304 | NS      | $2619074.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-1353.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                 | Amkor Technology Inc                                                                                               | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133598.52    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -183 | NC      | $-58377.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                 | BX Commercial Mortgage Trust 2019-XL                                                                               | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254865 | PA      | $251367.95    | 0.01%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                      | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       64965 | NS      | $8810554.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      182000 | PA      | $161161.24    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ALSTOM SA                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | FR        |      165841 | OU      | $2859.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                    | State Street Corp                                                                                                  | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113621.91    | 0.01%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                                                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      666000 | PA      | $633678.64    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TE CONNECTIVITY LTD                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |         -90 | NC      | $-13050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | LASERTEC CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      243358 | OU      | $12633.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                               | Intuitive Surgical Inc                                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       26183 | NS      | $6947659.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chr Hansen Holding A/S                               | Chr Hansen Holding A/S                                                                                             | CUSIP: 000000000<br>LEI: 549300MKPW8ZF3E8MW37 | Long             | EC               | CORP              | DK        |         941 | NS      | $67688.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | YEN DENOM NIKKEI MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $-7691.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFINITY GAMING                                      | Affinity Gaming                                                                                                    | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $142436.96    | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                           | FANUC Corp                                                                                                         | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |       46300 | NS      | $6997565.53   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                          | SREIT Trust 2021-MFP2                                                                                              | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420754 | PA      | $393438.99    | 0.02%             | 2036-11-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | BACHEM HOLDING AG                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      297474 | OU      | $16980.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                              | Talen Energy Supply LLC                                                                                            | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      649000 | PA      | $663602.50    | 0.03%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                               | DirecTV Financing, LLC Term Loan                                                                                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      560965 | PA      | $544955.19    | 0.03%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                                                  | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      465000 | PA      | $395250.00    | 0.02%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         228 | NC      | $-255936.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                                  | Dollar General Corp                                                                                                | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      230000 | PA      | $226838.15    | 0.01%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sika AG                                              | Sika AG                                                                                                            | CUSIP: 000000000<br>LEI: 549300R3N69ECGYPU434 | Long             | EC               | CORP              | CH        |         373 | NS      | $89432.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                               | Fresenius SE & Co KGaA                                                                                             | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |       10115 | NS      | $284224.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                       | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       44184 | NS      | $15364102.32  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7972800 | PA      | $6989903.25   | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND(CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          29 | NC      | $2469.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       33515 | NS      | $617011.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTOR SPA                                           | Castor SpA                                                                                                         | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |      890000 | PA      | $920268.23    | 0.04%             | 2029-02-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                | Southwest Airlines Co                                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        7376 | NS      | $248349.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                     | Pitney Bowes Inc                                                                                                   | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      373000 | PA      | $291689.73    | 0.01%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      430000 | PA      | $419589.68    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        1089 | NS      | $608892.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                            | Amgen Inc                                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        5389 | NS      | $1415366.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      220692 | NS      | $7309319.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      680000 | PA      | $680000.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust          | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                               | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224482 | PA      | $136815.72    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487000 | PA      | $448003.82    | 0.02%             | 2036-04-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $16852.34     | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sheraton Austin                                      | Sheraton Austin CML Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1685380 | PA      | $1621073.65   | 0.08%             | 2026-06-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                                                      | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      280000 | PA      | $266700.00    | 0.01%             | 2027-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | MATSUKIYOKARA                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       79738 | OU      | $-5297.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                             | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      452000 | PA      | $436508.51    | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                                                               | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $41841.03     | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       90000 | PA      | $72715.06     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYBJF443 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -6873000 | NC      | $-224941.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                  | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      697744 | PA      | $672548.46    | 0.03%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $1029045.88   | 0.05%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc                                   | Hippo Holdings Inc                                                                                                 | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       12653 | NS      | $404.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gracie Point International Funding                   | GRACIE POINT INTERNATIONAL FUNDING 2021-1                                                                          | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      222000 | PA      | $220863.09    | 0.01%             | 2023-11-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                                                                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      561000 | PA      | $366547.76    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                | Argentine Republic Government International Bond                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3813572 | PA      | $1028480.86   | 0.05%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA N Y BRH INSTL                            | CITIBANK NA N Y BRH INSTL                                                                                          | CUSIP: 17330QAB3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     3240000 | PA      | $3228449.27   | 0.16%             | 2023-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EOG RESOURCES INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -224 | NC      | $-18480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                     | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113166.19    | 0.01%             | 2026-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                             | Essex Property Trust Inc                                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |        1246 | NS      | $264052.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                          | Cameco Corp                                                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       91064 | NS      | $2064420.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          66 | NC      | $66.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                            | Opendoor Technologies Inc                                                                                          | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       55264 | NS      | $64106.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         347 | NC      | $347.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                             | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                    | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $197105.34    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | CAESARS ENTERTAINMENT INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      104686 | OU      | $2433.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046UPF2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     1221000 | PA      | $1215047.63   | 0.06%             | 2023-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | TOKYO ELECTRIC POWER HOLDINGS INC                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |       90857 | OU      | $-775.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2020-VKNG                                                                             | CUSIP: 12433YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $64379.91     | 0.00%             | 2037-10-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                            | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       27244 | NS      | $3355915.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                               | Brazil Letras do Tesouro Nacional                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    53746000 | PA      | $8487373.68   | 0.41%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY1RTHU4 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY1RTHU4 IRS USD P F  2.61300 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      698400 | OU      | $83329.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal           | FIRST QUANTUM MINERALS LTD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         -49 | NC      | $-615.21      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                        | Novozymes A/S                                                                                                      | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |        1413 | NS      | $71577.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                                           | Inpex Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |       11600 | NS      | $123389.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TREASURY DISC BILL                             | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  5870350000 | PA      | $44740475.32  | 2.17%             | 2023-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CARNIVAL CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | PA        |          60 | NC      | $2400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                  | Deutsche Telekom AG                                                                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      444683 | NS      | $8871887.27   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou Tigermed Consulting Co Ltd                  | Hangzhou Tigermed Consulting Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 300300CP4N8WDF6DOO67 | Long             | EC               | CORP              | CN        |       20600 | NS      | $238054.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      997000 | NS      | $12153707.98  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRY113151 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -4582497 | NC      | $-129656.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES D                       | SAMBANOVA SYSTEMS INC SERIES D                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |        5355 | NS      | $339988.95    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      894000 | PA      | $825481.61    | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MERCIA                                               | Mercia GBP Term Loan B1                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       80087 | PA      | $95824.43     | 0.00%             | 2026-04-09      | Variable      | 5.83%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-22800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                                                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      387000 | PA      | $369855.90    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                  | Allegiant Travel Co                                                                                                | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1269817.50   | 0.06%             | 2024-02-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Volta Inc                                            | Volta Inc                                                                                                          | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |       16616 | NS      | $1085.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO SENIOR LOAN ETF                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         184 | NC      | $2760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $458682.52    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                                                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      113000 | PA      | $105169.51    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| OVG Business Services, LLC                           | OVG Business Services, LLC Initial Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      706728 | PA      | $657256.67    | 0.03%             | 2028-10-13      | Floating      | 10.64%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C41                                                                     | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352708 | PA      | $297390.26    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | OTIS WORLDWIDE CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         126 | NC      | $1890.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                                                                 | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |       41419 | NS      | $491643.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY0VV943 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    18065380 | NC      | $458890.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                          | PepsiCo Inc                                                                                                        | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       29000 | PA      | $26980.04     | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                                               | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19086.84     | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY3E2GE0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -34105184 | NC      | $-1159248.51  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal           | FIRST QUANTUM MINERALS LTD                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          49 | NC      | $759.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                              | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2653.70      | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRYAKWZ75 IRS USD R F  3.20000 2 CCPOIS / Short: SRYAKWZ75 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11736752 | OU      | $-350358.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                | Auto Trader Group PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |      118412 | NS      | $738103.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                            | Unibail-Rodamco-Westfield                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | FR        |        1434 | NS      | $74648.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pharmaron Beijing Co Ltd                             | Pharmaron Beijing Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 300300JYXHGVS5SNGG54 | Long             | EC               | CORP              | CN        |       15800 | NS      | $109611.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ARCHER-DANIELS-MIDLAND CO                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -158 | NC      | $-790.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                              | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      633000 | PA      | $625144.78    | 0.03%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1388665 | PA      | $1338521.97   | 0.06%             | 2033-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | MAGAZINE LUIZA SA                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      190853 | OU      | $9086.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY3CE3W0 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY3CE3W0 IRS USD P F  2.89000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   115736903 | OU      | $3685378.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                        | Rio Tinto PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       24915 | NS      | $1746415.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWYME1L9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -18934926 | NC      | $-3.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO FINCO                                         | Apollo Finco 2021 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |     1272009 | PA      | $1062064.68   | 0.05%             | 2028-10-01      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                  | Dollar General Corp                                                                                                | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      541000 | PA      | $515833.19    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2021-ARIA                                                                                                 | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      907059 | PA      | $823261.99    | 0.04%             | 2036-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY1RTH91 IRS USD R F  2.65000 2 CCPOIS / Short: SRY1RTH91 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    55432000 | OU      | $-1540949.73  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TJX COS INC/THE                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -152 | NC      | $-27512.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | DXC TECHNOLOGY                                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      145866 | OU      | $1255.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                   | Bahrain Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $176446.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                   | Honda Motor Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |        9700 | NS      | $224096.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                              | GSK Consumer Healthcare Capital UK PLC                                                                             | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      774000 | PA      | $736069.81    | 0.04%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                        | UBS Commercial Mortgage Trust                                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $118761.94    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                   | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $55953.19     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD                             | DATABRICKS SER G CVT PFD                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       16533 | NS      | $846158.94    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | MERCK + CO INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         115 | NC      | $180550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      868000 | PA      | $846997.03    | 0.04%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                        | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       25777 | NS      | $740595.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                                                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $222838.03    | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY97X0J3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -50305665 | NC      | $-234744.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      665000 | PA      | $635100.76    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                | Argentine Republic Government International Bond                                                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      998945 | PA      | $315978.55    | 0.02%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                      | Lojas Renner SA                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       43727 | NS      | $169478.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1708 | NC      | $-35868.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYA3Y3W0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -31821903 | NC      | $-153094.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CONOCOPHILLIPS                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         383 | NC      | $5362.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | SIEMENS HEALTHINEERS AG                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      339465 | OU      | $-10391.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                           | JD.com Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       12369 | NS      | $348942.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY0FWXM2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -6875774 | NC      | $-231161.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SONDER SECURED NOTES                                 | SONDER SECURED NOTES                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1149157.50   | 0.06%             | 2027-01-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-B                                                                                   | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      690108 | PA      | $550728.61    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 CERT                                   | TVC DSCR 21 1 CERT                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472941 | PA      | $462205.43    | 0.02%             | 2051-02-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         383 | NC      | $135199.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      112389 | NS      | $12339188.31  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $218375.94    | 0.01%             | 2026-04-28      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112450.01    | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                            | GATX Corp                                                                                                          | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10887.96     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                 | Fomento Economico Mexicano SAB de CV                                                                               | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       71130 | NS      | $556110.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Electronic International Co Ltd                  | BYD Electronic International Co Ltd                                                                                | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |        3000 | NS      | $9647.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                   | Realty Income Corp                                                                                                 | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      446000 | PA      | $452969.90    | 0.02%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | Long: BRYBNHVN2 TRS USD R E BRYBNHVP7 EQUITYTRS / Short: BRYBNHVN2 TRS USD P V 12MSOFR BRYBNHVQ5 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |      369677 | OU      | $-9407.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $101251.26    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |         192 | NC      | $54528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wuhan Raycus Fiber Laser Technologies Co Ltd         | Wuhan Raycus Fiber Laser Technologies Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 836800KV0RDX6LZWOS56 | Long             | EC               | CORP              | CN        |       71370 | NS      | $242803.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        8325 | NS      | $273559.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                         | Ecopetrol SA                                                                                                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $152767.97    | 0.01%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                | Playtika Holding Corp                                                                                              | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      209000 | PA      | $164054.55    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYB0BNJ8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -10571344 | NC      | $-4590.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WRKCo Inc                                            | WRKCo Inc                                                                                                          | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      248000 | PA      | $239848.00    | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                     | Pernod Ricard SA                                                                                                   | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Short            | EC               | CORP              | FR        |       -3388 | NS      | $-666402.98   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                  | Quintis Australia Pty Ltd                                                                                          | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6149065 | PA      | $859024.38    | 0.04%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Steel Dynamics Inc                                   | Steel Dynamics Inc                                                                                                 | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46029.18     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-3761384.70  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| KraneShares Bosera MSCI China A 50 Connect Index ETF | KraneShares Bosera MSCI China A 50 Connect Index ETF                                                               | CUSIP: 500767405<br>LEI: 549300COS8LSFBN8GG59 | Long             | EC               | RF                | US        |       17642 | NS      | $449694.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                                                               | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      451000 | PA      | $428629.67    | 0.02%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                | Takeda Pharmaceutical Co Ltd                                                                                       | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       67000 | PA      | $66462.01     | 0.00%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY9YLFW4 IRS USD R F  2.90000 2 CCPOIS / Short: SRY9YLFW4 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    21055622 | OU      | $-1147980.52  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2021-FL6 Ltd                                                                                                   | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      216116 | PA      | $205198.88    | 0.01%             | 2036-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                             | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2316600000 | PA      | $17652141.62  | 0.86%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                                                         | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      422000 | PA      | $383323.70    | 0.02%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | BRYB7HDA8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -4262501 | OU      | $-19228.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX INVESTMENT GRA                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          54 | NC      | $7992.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                           | Ecolab Inc                                                                                                         | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      578000 | PA      | $572160.19    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY9TT5P9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -20871751 | NC      | $-42139.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                                                       | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      836000 | PA      | $796308.54    | 0.04%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                | Long: BRYBNGLG0 TRS USD R E BRYBNGLH8 EQUITYTRS / Short: BRYBNGLG0 TRS USD P V 12MSOFR BRYBNGLJ4 EQUITYTRS         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               |  | US        |     1105150 | OU      | $-18738.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                              | SBA Communications Corp                                                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        2097 | NS      | $587810.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                             | Toyota Motor Credit Corp                                                                                           | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       51000 | PA      | $47923.81     | 0.00%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                           | Ecolab Inc                                                                                                         | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      226000 | PA      | $180402.13    | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      643000 | PA      | $626785.71    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                       | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      133084 | NS      | $1258773.91   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | DYNATRACE INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         120 | NC      | $1200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                   | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                                                  | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      170430 | PA      | $160781.86    | 0.01%             | 2028-03-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BASF SE                                              | BASF SE                                                                                                            | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |        4706 | NS      | $233691.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ADOBE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-127700.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                   | Domino's Pizza Inc                                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        7490 | NS      | $2594536.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      419000 | PA      | $343656.79    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VERTIV HOLDINGS CO                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          37 | NC      | $1295.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Ohio Finance LLC                                | Jack Ohio Finance LLC Term Loan                                                                                    | CUSIP: 46647KAG2<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      208945 | PA      | $204243.27    | 0.01%             | 2028-10-04      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG                                                                                                     | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |        3611 | NS      | $1769473.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108337.19    | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOADSMART, INC., SERIES D                            | LOADSMART, INC., SERIES D                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        8526 | NS      | $121580.76    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      675000 | PA      | $608494.95    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | LAMB WESTON HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      268663 | OU      | $-2365.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                                  | Senegal Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      200000 | PA      | $164800.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P REGIONAL BANKING ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1635 | NC      | $80115.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                             | CSX Corp                                                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        2453 | NS      | $75993.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      513000 | PA      | $506512.56    | 0.02%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -347 | NC      | $-347.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-12906.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PKHL Commercial Mortgage Trust                       | PKHL Commercial Mortgage Trust 2021-MF                                                                             | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      218752 | PA      | $197434.38    | 0.01%             | 2038-07-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                             | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      383000 | PA      | $371441.28    | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -173 | NC      | $-93074.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | COMCAST CORP                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -382 | NC      | $-4202.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                         | SK Hynix Inc                                                                                                       | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $146632.96    | 0.01%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                   | VNDO Trust 2016-350P                                                                                               | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267100 | PA      | $221669.47    | 0.01%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | NEXI                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |       72928 | OU      | $-276.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cypher Bidco                                         | Cypher Bidco EUR Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1485170 | PA      | $1470564.51   | 0.07%             | 2028-03-01      | Floating      | 6.61%                 | Yes           |                  3 | On Loan: No      |
| AT&T INC                                             | AT&T Inc                                                                                                           | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      452000 | PA      | $354287.36    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYAV4H67 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -21063210 | NC      | $-83337.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                 | Keurig Dr Pepper Inc                                                                                               | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      315000 | PA      | $299016.18    | 0.01%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Foshan Haitian Flavouring & Food Co Ltd              | Foshan Haitian Flavouring & Food Co Ltd                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       40960 | NS      | $469009.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                                                   | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11334.62     | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LESSEN SERIES B PREFERRED                            | LESSEN SERIES B PREFERRED                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       53911 | NS      | $688982.58    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kinder Morgan Inc                                    | Kinder Morgan Inc                                                                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       12826 | NS      | $231894.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                             | KLA Corp                                                                                                           | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      474000 | PA      | $464283.28    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110938.82    | 0.01%             | 2026-09-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                          | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         809 | NS      | $277794.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBER BIDCO SPA                                      | Fiber Bidco Spa                                                                                                    | CUSIP: 000000000<br>LEI: 81560079496BA27EC472 | Long             | DBT              | CORP              | IT        |      539000 | PA      | $610205.88    | 0.03%             | 2027-10-25      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hangzhou Robam Appliances Co Ltd                     | Hangzhou Robam Appliances Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      183600 | NS      | $733163.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                     | Coca-Cola HBC AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |       12635 | NS      | $301377.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         461 | NC      | $461.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY1RTHC4 IRS USD R F  2.67000 2 CCPOIS / Short: SRY1RTHC4 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    48820600 | OU      | $-2228313.76  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Embark Technology Inc                                | Embark Technology Inc                                                                                              | CUSIP: 29079J111<br>LEI: 549300NVUJ89UY1TGM94 | N/A              | DE               |  | US        |        7993 | NS      | $159.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELP 2021-ELP                                         | ELP Commercial Mortgage Trust 2021-ELP                                                                             | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      649641 | PA      | $588814.40    | 0.03%             | 2038-11-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                          | FinecoBank Banca Fineco SpA                                                                                        | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       14993 | NS      | $249084.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co Ltd                                    | PetroChina Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900RPY4YG47TRSV05 | Long             | EC               | CORP              | CN        |      256000 | NS      | $117087.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                                               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      906000 | PA      | $847852.38    | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1324000 | PA      | $1166138.82   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                              | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1018533.86   | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      870000 | PA      | $826979.79    | 0.04%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                 | Freeport-McMoRan Inc                                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      169969 | NS      | $6458822.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                       | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       15313 | NS      | $5945578.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      168144 | OU      | $-2611.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                             | Enel Finance America LLC                                                                                           | CUSIP: 29279HW68<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |      880000 | PA      | $842807.78    | 0.04%             | 2023-09-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $70842.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      490000 | PA      | $383181.28    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      940146 | PA      | $66346.20     | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                                                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1111382.12   | 0.05%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES C                       | SAMBANOVA SYSTEMS INC SERIES C                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |       16831 | NS      | $1068600.19   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                              | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      226000 | PA      | $178639.87    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                           | Castor SpA                                                                                                         | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |      279000 | PA      | $265803.31    | 0.01%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      590000 | PA      | $583105.77    | 0.03%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                             | Uruguay Government International Bond                                                                              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      251000 | PA      | $271270.11    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | OWL ROCK CAPITAL CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         120 | NC      | $3600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                             | Cooperatieve Rabobank UA                                                                                           | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102434.34    | 0.00%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                              | Philippine Government International Bond                                                                           | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      133000 | PA      | $147412.92    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                              | CSL Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |         728 | NS      | $142630.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                             | Santander UK Group Holdings PLC                                                                                    | CUSIP: 000000000<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112505.86    | 0.01%             | 2026-01-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | BRYB85NH7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     1040000 | NC      | $1224.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      211000 | PA      | $171118.47    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | COUNTRY GARDEN HOLDINGS LTD                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |          55 | OU      | $3.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANATICS HOLDINGS INC.                               | FANATICS HOLDINGS INC.                                                                                             | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |       37931 | NS      | $2889204.27   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | EXXON MOBIL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         371 | NC      | $11501.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Davis-Standard, LLC                                  | Davis-Standard, LLC Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      554625 | PA      | $527126.33    | 0.03%             | 2028-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | OFFICE PROPERTIES INCOME TRUST                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          43 | NC      | $3010.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                              | QBE Insurance Group Ltd                                                                                            | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |       35793 | NS      | $327284.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc           | Fidelity National Information Services Inc                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        1924 | NS      | $130543.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -39 | NC      | $-195.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      446000 | PA      | $436918.58    | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kose Corp                                            | Kose Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |       20300 | NS      | $2230463.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | CHINA SOUTHERN AIRLINES LTD H                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       99221 | OU      | $288.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                | Hanwha Life Insurance Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $166106.87    | 0.01%             | 2032-02-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                          | Equinix Inc                                                                                                        | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      489000 | PA      | $429896.93    | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      516000 | PA      | $323510.99    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | TELEDYNE TECHNOLOGIES INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      483378 | OU      | $-8111.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                           | Dexcom Inc                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       24068 | NS      | $2725460.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | OZ MINERALS LTD                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      119183 | OU      | $-2758.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18936.56     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                             | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      501000 | PA      | $494049.21    | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                           | Diageo PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Short            | EC               | CORP              | GB        |      -14474 | NS      | $-638689.55   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Glodon Co Ltd                                        | Glodon Co Ltd                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       47064 | NS      | $405870.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altar Bidco, Inc.                                    | Altar Bidco, Inc. 2021 Term Loan                                                                                   | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      555161 | PA      | $529024.19    | 0.03%             | 2029-02-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                              | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      883000 | PA      | $844290.25    | 0.04%             | 2036-05-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                              | Talen Energy Supply LLC                                                                                            | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      491000 | PA      | $508185.00    | 0.02%             | 2027-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APA Corp                                             | APA Corp                                                                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        3726 | NS      | $173929.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER NORTH INC                                   | Frontier North Inc                                                                                                 | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      444000 | PA      | $408480.00    | 0.02%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                             | First Quantum Minerals Ltd                                                                                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $459729.39    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GoTo Group, Inc.                                     | GoTo Group, Inc. Term Loan B                                                                                       | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     1234965 | PA      | $789451.25    | 0.04%             | 2027-08-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         279 | NC      | $1116.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED ENTERTAINMENT                               | Inspired Entertainment Financing PLC                                                                               | CUSIP: 000000000<br>LEI: 894500C0TCVBHY3RSJ33 | Long             | DBT              | CORP              | GB        |      734000 | PA      | $825253.52    | 0.04%             | 2026-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                           | Deere & Co                                                                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       14149 | NS      | $6066525.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Venustech Group Inc                                  | Venustech Group Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       91100 | NS      | $341770.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                            | Danone SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |       51480 | NS      | $2712904.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NMC Health PLC                                       | NMC Health PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138008YQEVWBE1V2M52 | Long             | EC               | CORP              | GB        |      123425 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charles Schwab Corp/The                              | Charles Schwab Corp/The                                                                                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      134500 | NS      | $11198470.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | LAS VEGAS SANDS CORP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      217574 | OU      | $-7249.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY9TT5F1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -20871751 | NC      | $-124671.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                         | Newmont Corp                                                                                                       | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      121000 | PA      | $102866.33    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      226000 | PA      | $184072.79    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | BRY3CG0W8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -12690454 | NC      | $-426650.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MED Trust                                            | Med Trust 2021-MDLN                                                                                                | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1734684 | PA      | $1568162.84   | 0.08%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                        | MCM 2021 VFN1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400776 | PA      | $265991.51    | 0.01%             | 2028-08-25      | Fixed         | 3.00%                 | Yes           |                  3 | On Loan: No      |
| J.P. Morgan Securities LLC                           | MARVELL TECHNOLOGY INC                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      232686 | OU      | $26002.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                              | Broadcom Corp / Broadcom Cayman Finance Ltd                                                                        | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      780000 | PA      | $737794.32    | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                             | Intercontinental Exchange Inc                                                                                      | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      443000 | PA      | $427871.82    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1465217.49  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Sarcos Technology and Robotics Corp                  | Sarcos Technology and Robotics Corp                                                                                | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       44727 | NS      | $1681.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Wall Motor Co Ltd                              | Great Wall Motor Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900CR8AHWTMFZHH60 | Long             | EC               | CORP              | CN        |      167000 | NS      | $217376.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                            | MGM Resorts International                                                                                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       10352 | NS      | $347102.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRYB32548 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -199600 | NC      | $-13604.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         185 | NC      | $70300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundsun Technologies Inc                             | Hundsun Technologies Inc                                                                                           | CUSIP: 000000000<br>LEI: 3003003LS77D1DRDDE25 | Long             | EC               | CORP              | CN        |       96077 | NS      | $559183.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                                   | Burberry Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       10341 | NS      | $253785.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                    | Eversource Energy                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        8702 | NS      | $729575.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                               | F5 Inc                                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       30567 | NS      | $4386670.17   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS GMBH                                         | Douglas GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 529900381YTPHVY9AI06 | Long             | DBT              | CORP              | DE        |      744000 | PA      | $665085.68    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -124 | NC      | $-1240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | DELIVERY HERO                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | DE        |      225518 | OU      | $-24001.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                            | Nelnet Student Loan Trust 2021-A                                                                                   | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655600 | PA      | $523334.54    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ADLER PELZER HLDG GMBH                               | Adler Pelzer Holding GmbH                                                                                          | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |     1350000 | PA      | $1213889.72   | 0.06%             | 2024-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                        | AIA Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      238000 | PA      | $204555.48    | 0.01%             | 2026-04-07      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                        | Snowflake Inc                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        2430 | NS      | $348802.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        4099 | NS      | $493273.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                           | Sprint LLC                                                                                                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      785000 | PA      | $795979.01    | 0.04%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                  | Klabin Austria GmbH                                                                                                | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $160000.00    | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                           | Pfizer Inc                                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       60178 | NS      | $3083520.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                            | Hoya Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       34900 | NS      | $3378577.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                         | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       11303 | NS      | $2322088.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         617 | NS      | $731145.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.                                 | BRY3CFZ44 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -8129839 | NC      | $-142087.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                    | Oracle Corp Japan                                                                                                  | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |        2500 | NS      | $162298.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                       | LONGFOR GROUP HOLDINGS LTD                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      138044 | OU      | $1054.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                                                   | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      289000 | PA      | $274360.98    | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                              | Lululemon Athletica Inc                                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        5114 | NS      | $1638423.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      987000 | PA      | $629938.94    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SERVICENOW INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $2300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc                                | Lightning eMotors Inc                                                                                              | CUSIP: 53228T119<br>LEI: 549300JQ9U3NF5XD5A71 | N/A              | DE               |  | US        |       22028 | NS      | $854.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      226000 | PA      | $217878.97    | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Shanghai Jinjiang International Hotels Co Ltd        | Shanghai Jinjiang International Hotels Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 300300KOJEHP8FQX5092 | Long             | EC               | CORP              | CN        |       34200 | NS      | $287062.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MET LIFE GLOB FUNDING I                              | Metropolitan Life Global Funding I                                                                                 | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173492.45    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kobayashi Pharmaceutical Co Ltd                      | Kobayashi Pharmaceutical Co Ltd                                                                                    | CUSIP: 000000000<br>LEI: 529900WBSL04KD6TKP95 | Long             | EC               | CORP              | JP        |        3500 | NS      | $240818.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                | Waste Connections Inc                                                                                              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         745 | NS      | $98757.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                    | Long: BRWAXWWH4 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRWAXWWH4 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |      323216 | OU      | $-4437.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                           | Humana Inc                                                                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8645.96      | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | NCSOFT CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      198264 | OU      | $-6161.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CF INDUSTRIES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -124 | NC      | $-1240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-BIOD Mortgage Trust                                                                                      | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229024 | PA      | $220448.16    | 0.01%             | 2035-05-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                             | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8446.59      | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        6788 | NS      | $267447.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                        | BHP Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       85113 | NS      | $2644221.89   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      279216 | PA      | $25794.99     | 0.00%             | 2030-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                | Molina Healthcare Inc                                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         991 | NS      | $327248.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JPMCC Commercial Mortgage Securities Trust 2019-COR4                                                               | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167000 | PA      | $154765.76    | 0.01%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                                                | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10441.88     | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | AVEVA GROUP PLC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      196272 | OU      | $2368.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      226000 | PA      | $214533.94    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                               | Standard Chartered PLC                                                                                             | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |       12314 | NS      | $92656.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                         | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        9590 | NS      | $326134.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CBOE VOLATILITY INDEX                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          56 | NC      | $1904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYB9U6Z0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -21120841 | NC      | $-200857.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Oil Fund LP                            | United States Oil Fund LP                                                                                          | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Long             | EC               | RF                | US        |       22528 | NS      | $1579438.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                          | BRY6QXQS0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -103321268 | NC      | $-857354.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          91 | NC      | $864.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      226000 | PA      | $197837.10    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-52181.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                            | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       39999 | NS      | $2984325.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                    | George Weston Ltd                                                                                                  | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        1220 | NS      | $151364.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                    | EURO-OAT FUTURE MAR23                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          16 | NC      | $-125898.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Husqvarna AB                                         | Husqvarna AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |       10157 | NS      | $71173.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXO IMAGING, INC., SERIES C                          | EXO IMAGING, INC., SERIES C                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      103568 | NS      | $305525.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley & Co. LLC                             | Long: BRY8G1071 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY8G1071 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |       60000 | OU      | $-3197.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | VESTAS WIND SYSTEMS                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      186380 | OU      | $-6878.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                   | Conagra Brands Inc                                                                                                 | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30573.12     | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                  | Citigroup COmmercial Mortgage Trust 2018-C6                                                                        | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77100 | PA      | $73474.56     | 0.00%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ABBVIE INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         102 | NC      | $1428.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIBA BIDCO SPA                                      | Shiba Bidco SpA                                                                                                    | CUSIP: 000000000<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |     1022000 | PA      | $935824.57    | 0.05%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-574074.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX INVESTMENT GRA                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-945.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                             | Long: BRY7T4P35 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7T4P35 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      107914 | OU      | $-195.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                               | Boston Scientific Corp                                                                                             | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |        9418 | NS      | $1081374.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $990036.50    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TVC DSCR 21 1 A                                      | TVC DSCR 21 1 A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1891504 | PA      | $1822085.80   | 0.09%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          90 | NC      | $36000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                                                    | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      310000 | PA      | $302506.35    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kindstar Globalgene Technology Inc                   | Kindstar Globalgene Technology Inc                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      474000 | NS      | $173678.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX HIGH YIELD CORPO                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -630 | NC      | $-630.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-32232.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                            | Orsted AS                                                                                                          | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |        1964 | NS      | $178481.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                             | Crowdstrike Holdings Inc                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       28300 | NS      | $2979707.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung SDI Co Ltd                                   | Samsung SDI Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |        5213 | NS      | $2447724.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $987557.66    | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                      | Gen Digital Inc                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        3470 | NS      | $74362.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                                                         | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      657000 | PA      | $640318.47    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                           | Ferrari NV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |        7664 | NS      | $1642425.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814304 | PA      | $785460.82    | 0.04%             | 2033-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      930000 | PA      | $712543.16    | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      276000 | PA      | $208890.05    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Food & Life Cos Ltd                                  | Food & Life Cos Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |        9400 | NS      | $186080.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CATERPILLAR INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          57 | NC      | $3762.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maverick Gaming LLC                                  | Maverick Gaming LLC Term Loan B                                                                                    | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      345532 | PA      | $276425.50    | 0.01%             | 2026-09-03      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                                                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      113000 | PA      | $101913.09    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                              | Sendas Distribuidora SA                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       45050 | NS      | $166476.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                    | Cisco Systems Inc                                                                                                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8379.46      | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                               | AmerisourceBergen Corp                                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        4919 | NS      | $815127.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp                                          | Wiwynn Corp                                                                                                        | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |        5000 | NS      | $129654.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                                                             | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      147000 | PA      | $91536.86     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                  | TE Connectivity Ltd                                                                                                | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |       44901 | NS      | $5154634.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                                                       | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      252000 | PA      | $239994.69    | 0.01%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO-BOBL FUTURE MAR23                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          75 | NC      | $-289884.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMB Commercial Mortgage Trust                       | CAMB Commercial Mortgage Trust 2019-LIFE                                                                           | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260151 | PA      | $249108.53    | 0.01%             | 2037-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                  | American Tower Corp                                                                                                | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      854000 | PA      | $831025.91    | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Luxembourg Life Fund                                 | Luxembourg Life Fund 2021 1st Lien Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1059263 | PA      | $1052695.48   | 0.05%             | 2026-05-27      | Floating      | 13.98%                | Yes           |                  3 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $512292.39    | 0.02%             | 2036-04-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                        | Wolfspeed Inc                                                                                                      | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       90000 | PA      | $81045.00     | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      113000 | PA      | $97609.33     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                       | Trust Fibra Uno                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      200000 | PA      | $171750.00    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13497500 | PA      | $11120674.61  | 0.54%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rialto Real Estate Fund LP                           | RIAL 2022-FL8 Issuer Ltd                                                                                           | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      570000 | PA      | $560123.95    | 0.03%             | 2037-01-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ENERGY SELECT SECTOR SPDR FUND                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         259 | NC      | $259.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                          | Equinix Inc                                                                                                        | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      184000 | PA      | $147842.40    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                              | Lions Gate Capital Holdings LLC                                                                                    | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      343000 | PA      | $198870.35    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | SHAW COMMUNICATIONS INC CLASS B                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CA        |      439779 | OU      | $-28905.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY9MW3B2 IRS USD R F  2.92000 2 CCPOIS / Short: SRY9MW3B2 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13180331 | OU      | $-695548.47   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                             | Bayer AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |        2962 | NS      | $153222.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      122000 | PA      | $93597.67     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                               | Advance Auto Parts Inc                                                                                             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        2226 | NS      | $327288.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                           | LPL Financial Holdings Inc                                                                                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       47319 | NS      | $10228948.23  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                  | Mr Cooper Group Inc                                                                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       10790 | NS      | $433002.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                    | Devon Energy Corp                                                                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        8921 | NS      | $548730.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                    | Chile Government International Bond                                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      252000 | PA      | $212912.45    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                         | LyondellBasell Industries NV                                                                                       | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       32528 | NS      | $2700799.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      663000 | PA      | $643721.29    | 0.03%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Hermes International                                 | Hermes International                                                                                               | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2055 | NS      | $3178673.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Platinum Ltd                          | Anglo American Platinum Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |        2453 | NS      | $205707.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                     | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        6953 | NS      | $317821.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                             | Mitsubishi Electric Corp                                                                                           | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       15200 | NS      | $152127.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                             | LKQ Corp                                                                                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        1818 | NS      | $97099.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      828000 | PA      | $847644.04    | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                               | Palo Alto Networks Inc                                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       16271 | NS      | $2270455.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                              | Becton Dickinson and Co                                                                                            | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      449000 | PA      | $438761.13    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $16883.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109647.92    | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EXXON MOBIL CORP                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         104 | NC      | $312.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          66 | NC      | $66.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxembourg Life Fund                                 | Luxembourg Life Fund 2021 Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      883389 | PA      | $882329.29    | 0.04%             | 2023-04-01      | Floating      | 13.93%                | Yes           |                  3 | On Loan: No      |
| MERCIA                                               | Mercia GBP Term Loan A2                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      689509 | PA      | $825000.41    | 0.04%             | 2026-04-09      | Variable      | 5.83%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -66 | NC      | $-135300.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       55245 | NS      | $5480304.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                                                        | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      704000 | PA      | $663785.15    | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          98 | NC      | $98.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                                                              | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      166000 | PA      | $158164.80    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      323000 | PA      | $317363.28    | 0.02%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      342021 | PA      | $267312.20    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         830 | NC      | $-91298.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| QUINTIS AUS PTY LTD                                  | Quintis Australia Pty Ltd                                                                                          | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6870789 | PA      | $6870789.00   | 0.33%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                  | Sherwin-Williams Co/The                                                                                            | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      226000 | PA      | $178723.89    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MERCIA                                               | Mercia GBP Term Loan A1                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1422404 | PA      | $1701912.37   | 0.08%             | 2026-04-09      | Variable      | 5.83%                 | Yes           |                  3 | On Loan: No      |
| LUKOIL PJSC                                          | LUKOIL PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |         236 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Goldman Sachs International                          | BRYAJBJE6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -1282731 | OU      | $-38461.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TC Energy Corp                                       | TC Energy Corp                                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       41317 | NS      | $1647187.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYAAAK54 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DFE              |  | US        |    -1254915 | OU      | $-3300.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      263000 | PA      | $223896.93    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRY9EKUA9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |    12576416 | NC      | $236825.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $51824.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -114 | NC      | $-11229.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -247 | NC      | $-44954.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nan Ya Printed Circuit Board Corp                    | Nan Ya Printed Circuit Board Corp                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       33000 | NS      | $243724.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                       | Amazon.com Inc                                                                                                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      565000 | PA      | $559251.76    | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                        | Welltower Inc                                                                                                      | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      462000 | PA      | $416052.69    | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                | PACCAR Financial Corp                                                                                              | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      374000 | PA      | $375658.59    | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                      | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                                                              | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      164581 | PA      | $157690.20    | 0.01%             | 2027-12-01      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $32235.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | COSTAR GROUP INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      147316 | OU      | $-57.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | PPG INDUSTRIES INC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      310622 | OU      | $296.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -249 | NC      | $-47310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                | Sociedad Quimica y Minera de Chile SA                                                                              | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |        6363 | NS      | $508021.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWRS7745 IRS MXN R F  6.41500 2 CCPVANILLA / Short: SRWRS7745 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    22719389 | OU      | $-91595.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                                                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      226000 | PA      | $204905.80    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | Long: BRYBRBYP3 TRS USD R E BRYBRBYQ1 EQUITYTRS / Short: BRYBRBYP3 TRS USD P V 12MSOFR BRYBRBYR9 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     1422263 | OU      | $-28343.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings VIII Inc                              | Gores Holdings VIII Inc                                                                                            | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |        4931 | NS      | $1.48         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      283000 | PA      | $280390.74    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                         | Newmont Corp                                                                                                       | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      339000 | PA      | $269881.81    | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      226000 | PA      | $190193.12    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY3CE3K6 IRS USD R F  2.82000 2 CCPOIS / Short: SRY3CE3K6 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    42077176 | OU      | $-2493613.79  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | INPOST SA                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |      222871 | OU      | $-22292.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      715000 | PA      | $566854.21    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                          | MetLife Inc                                                                                                        | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      226000 | PA      | $222149.43    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                        | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        3217 | NS      | $224353.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                | Truist Financial Corp                                                                                              | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      360000 | PA      | $318924.04    | 0.02%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                                                                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      688000 | PA      | $593941.92    | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $442584.10    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      242000 | PA      | $232139.95    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                          | Datadog Inc                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       15061 | NS      | $1106983.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                       | Merck & Co Inc                                                                                                     | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      226000 | PA      | $180312.19    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | PARAMOUNT GLOBAL CLASS B                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      474896 | OU      | $1682.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                             | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 18828050000 | PA      | $143505839.09 | 6.97%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRYBEXJZ4 IRS USD R F  3.75450 2 CCPOIS / Short: SRYBEXJZ4 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13588000 | OU      | $-128981.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                      | Norsk Hydro ASA                                                                                                    | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       58575 | NS      | $438379.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                                                            | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15812.66     | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                            | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      334170 | NS      | $9472216.59   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Boca Commercial Mortgage Trust                       | BOCA Commercial Mortgage Trust 2022-BOCA                                                                           | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259856 | PA      | $255200.99    | 0.01%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                          | Gulf Stream Meridian 1 Ltd                                                                                         | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      388191 | PA      | $380157.39    | 0.02%             | 2033-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWYME1N5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -18934926 | NC      | $-608054.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRWMLA522 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BRWMLA522 IRS USD P F   .64000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    41997765 | OU      | $4742133.96   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI China ETF                               | iShares MSCI China ETF                                                                                             | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |       16664 | NS      | $791540.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc               | International Flavors & Fragrances Inc                                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       36444 | NS      | $3820788.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL IND NV                                | LyondellBasell Industries NV                                                                                       | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |       27000 | PA      | $27071.87     | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                             | Spain Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4629000 | PA      | $4535145.24   | 0.22%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGC Inc                                              | AGC Inc                                                                                                            | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |         900 | NS      | $30139.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      804000 | PA      | $791742.78    | 0.04%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRY9SZVB8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     9088397 | OU      | $700.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                                                    | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      317000 | PA      | $311452.50    | 0.02%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                            | Epiroc AB                                                                                                          | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |       53595 | NS      | $975098.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       74898 | NS      | $6367827.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                             | LYB International Finance II BV                                                                                    | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     1231000 | PA      | $1139307.67   | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       19000 | PA      | $16487.97     | 0.00%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                  | BWAY 2013-1515 Mortgage Trust                                                                                      | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487544 | PA      | $436735.82    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                      | Ulta Beauty Inc                                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         768 | NS      | $360245.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                                  | Nigeria Government International Bond                                                                              | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $165500.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $17232.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CML TRIGRAMS                                         | CML Trigrams Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4676894 | PA      | $4629653.65   | 0.22%             | 2024-09-15      | Floating      | 6.33%                 | Yes           |                  3 | On Loan: No      |
| Telefonica Emisiones SAU                             | Telefonica Emisiones SA                                                                                            | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $240880.89    | 0.01%             | 2026-02-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2014-CCRE21 Mortgage Trust                                                                                    | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149253 | PA      | $143040.18    | 0.01%             | 2047-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                               | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $417310.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WRKCo Inc                                            | WRKCo Inc                                                                                                          | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      166000 | PA      | $162834.66    | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Novatek PJSC                                         | Novatek PJSC                                                                                                       | CUSIP: 000000000<br>LEI: 2138008R6GCRVBDFA581 | Long             | EC               | CORP              | RU        |         520 | NS      | $0.07         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Pioneer Natural Resources Co                         | Pioneer Natural Resources Co                                                                                       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        6874 | NS      | $1569952.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                             | First Quantum Minerals Ltd                                                                                         | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $378808.64    | 0.02%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                                                             | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        7800 | NS      | $804882.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                      | Caterpillar Inc                                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         463 | NS      | $110916.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                          | Workday Inc                                                                                                        | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      888000 | PA      | $829897.34    | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRYA9ZG23 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     1200000 | NC      | $1096.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | CBOE VOLATILITY INDEX                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -56 | NC      | $-896.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CHARTER COMMUNICATIONS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          37 | NC      | $50431.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexagon AB                                           | Hexagon AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300WJFW6ILNI4TA80 | Long             | EC               | CORP              | SE        |       81416 | NS      | $850452.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMPCLOUD, INC., SERIES E 1                          | JUMPCLOUD, INC., SERIES E 1                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      491634 | NS      | $1755133.38   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                            | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138145 | PA      | $122347.62    | 0.01%             | 2042-01-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                           | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       88727 | NS      | $7559540.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      536000 | PA      | $518442.08    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MYTHIC AL, INC., SERIES C                            | MYTHIC AL, INC., SERIES C                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       68525 | NS      | $15075.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank N.A.                                        | BRYA1WS90 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -40389376 | NC      | $-147235.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | AKER BP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NO        |      243965 | OU      | $1080.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                 | FS Rialto 2022-FL6 Issuer LLC                                                                                      | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      951843 | PA      | $946273.77    | 0.05%             | 2037-08-17      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                                                                 | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $196815.24    | 0.01%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | UNITED PARCEL SERVICE INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -95 | NC      | $-1520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      290000 | PA      | $59467.40     | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY3E2GF7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -34105184 | NC      | $-1095215.34  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                           | Siemens AG                                                                                                         | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       76312 | NS      | $10590050.69  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco DB Agriculture Fund                          | Invesco DB Agriculture Fund                                                                                        | CUSIP: 46140H106<br>LEI: 549300CW37D800HX4P40 | Long             | EC               | RF                | US        |        9100 | NS      | $183365.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                                                    | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     1056526 | PA      | $913567.10    | 0.04%             | 2027-12-17      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32434517 | PA      | $31745443.74  | 1.54%             | 2024-01-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1198284.73   | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SNORKEL AI, INC., SERIES B                           | SNORKEL AI, INC., SERIES B                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4461 | NS      | $31762.32     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                             | Perusahaan Penerbit SBSN Indonesia III                                                                             | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $197775.17    | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | XPO LOGISTICS INC                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          84 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      855000 | PA      | $596525.97    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                    | Vedanta Resources Finance II PLC                                                                                   | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $135750.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | FORD MOTOR CO                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      292431 | OU      | $-8273.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                    | Genius Sports Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GG        |       15508 | NS      | $13957.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRY9EKU84 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -50305666 | NC      | $-143723.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital                                    | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $106411.85    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                                                               | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      226000 | PA      | $213294.26    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-18600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                         | AutoZone Inc                                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         173 | NS      | $426649.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank N.A.                                        | BRYA1WS82 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -40389376 | NC      | $-147458.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                                                         | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      460000 | PA      | $424498.83    | 0.02%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                  | EssilorLuxottica SA                                                                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       29183 | NS      | $5285626.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      222000 | PA      | $215510.56    | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                   | HCA Healthcare Inc                                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        6500 | NS      | $1559740.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                                                       | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $195472.71    | 0.01%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      984000 | PA      | $917254.35    | 0.04%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRY6PBK71 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  -102189000 | NC      | $-476110.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRYA1WSA7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     4038938 | NC      | $200000.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corp                                          | Masimo Corp                                                                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        5705 | NS      | $844054.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-29888.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                              | XPO Inc                                                                                                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       50135 | NS      | $1668994.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY3CE3Q3 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY3CE3Q3 IRS USD P F  2.85000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1290375 | OU      | $111411.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Oil Ltd                                     | Imperial Oil Ltd                                                                                                   | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        4753 | NS      | $231506.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      339000 | PA      | $324880.83    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                          | Terumo Corp                                                                                                        | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |       16200 | NS      | $462398.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                   | BX Trust 2019-OC11                                                                                                 | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1319000 | PA      | $996599.73    | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Morinaga Milk Industry Co Ltd                        | Morinaga Milk Industry Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 529900FB91P7MVO08949 | Long             | EC               | CORP              | JP        |        1400 | NS      | $53284.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      265000 | PA      | $260456.69    | 0.01%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRWHMB0W9 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BRWHMB0W9 IRS USD P F   .68300 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1639664 | OU      | $172702.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         180 | NC      | $180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                  | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       21649 | NS      | $1695333.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          93 | NC      | $53568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                             | KLA Corp                                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        4982 | NS      | $1878363.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                                                                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      684000 | PA      | $638498.73    | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                    | Long: BRYBNFRC5 TRS USD R E BRYBNFRD3 EQUITYTRS / Short: BRYBNFRC5 TRS USD P V 12MSOFR BRYBNFRE1 EQUITYTRS         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      998161 | OU      | $-24450.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                         | Glencore PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     1362723 | NS      | $9100591.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | OVINTIV INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         129 | NC      | $3483.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                              | Peloton Interactive Inc                                                                                            | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       63612 | NS      | $505079.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                           | Copart Inc                                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        6258 | NS      | $381049.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       23355 | NS      | $12742721.55  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                      | Telefonaktiebolaget LM Ericsson                                                                                    | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       20911 | NS      | $122041.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                               | REGIONAL MGMT ISSUANCE                                                                                             | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711000 | PA      | $1460338.50   | 0.07%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                               | NXP BV / NXP Funding LLC                                                                                           | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      620000 | PA      | $615254.09    | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                                                | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16045.82     | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                      | Long: B92RFN899 CDS USD R V 03MEVENT 1 CCPCORPORATE / Short: B92RFN899 CDS USD P F  5.00000 2 CCPCORPORATE         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      431000 | OU      | $-15959.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARESYNTAX INC C 2                                   | CARESYNTAX INC C 2                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2497 | NS      | $161630.81    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ATENTO LUXCO 1 SA                                    | Atento Luxco 1 SA                                                                                                  | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $106000.00    | 0.01%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | LULULEMON ATHLETICA INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-22344.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                        | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        4960 | NS      | $1860595.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anhui Gujing Distillery Co Ltd                       | Anhui Gujing Distillery Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        1400 | NS      | $22420.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -93 | NC      | $-5766.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                                                          | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $191980.13    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11766.29     | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                 | Verisk Analytics Inc                                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        8744 | NS      | $1542616.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                           | Humana Inc                                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       23719 | NS      | $12148634.61  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Global FinCo Limited                            | Vita Global FinCo Limited GBP Incremental Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      386174 | PA      | $443521.84    | 0.02%             | 2027-07-06      | Variable      | 8.69%                 | Yes           |                  3 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                | BG Energy Capital PLC                                                                                              | CUSIP: 000000000<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $242951.10    | 0.01%             | 2025-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corportation Trust 2021-IP                                                                  | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163892 | PA      | $152754.00    | 0.01%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | MOHAWK INDUSTRIES INC                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      212491 | OU      | $-10859.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                         | Tapestry Inc                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       11178 | NS      | $425658.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                | Mexico Government International Bond                                                                               | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $282285.05    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                        | Kroger Co/The                                                                                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        5714 | NS      | $254730.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP MODULAR SERVICES                                 | BCP V Modular Services Finance II PLC                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1278000 | PA      | $1290493.18   | 0.06%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                     | SPDR Gold Shares                                                                                                   | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |       25597 | NS      | $4342275.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-215680.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                                                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      226000 | PA      | $236007.57    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYBJF435 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -6873000 | NC      | $-73654.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ENERGY SELECT SECTOR SPDR FUND                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         227 | NC      | $7945.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRYB9U6Y3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -10560421 | NC      | $-27129.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-21M                                                                              | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      631025 | PA      | $578638.00    | 0.03%             | 2036-10-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | FUYAO GLASS INDUSTRY GROUP LTD H                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       17465 | OU      | $680.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                     | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112253.01    | 0.01%             | 2024-12-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       96000 | PA      | $88879.34     | 0.00%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1623 | NC      | $-24345.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                         | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        6860 | NS      | $258622.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      258000 | PA      | $202066.21    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| KraneShares CSI China Internet ETF                   | KraneShares CSI China Internet ETF                                                                                 | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |      157137 | NS      | $4745537.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2020-FACT                                                                                                     | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      226000 | PA      | $203632.58    | 0.01%             | 2037-10-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                         | Fortive Corp                                                                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      147764 | NS      | $9493837.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Micro Corp                                        | SG Micro Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        3300 | NS      | $81933.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                                                  | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      524000 | PA      | $534561.66    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain                                  | Cie de Saint-Gobain                                                                                                | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       87157 | NS      | $4259015.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | STERIS                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      368192 | OU      | $10816.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                         | CD 2017-CD6 Mortgage Trust                                                                                         | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33602 | PA      | $28746.85     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                         | Synopsys Inc                                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         447 | NS      | $142722.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIC GAMES INC PP                                    | EPIC GAMES INC PP                                                                                                  | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |        3175 | NS      | $2183860.25   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government International Bond                                                             | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $178000.00    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                         | Canadian National Railway Co                                                                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        1706 | NS      | $202653.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                          | Ovintiv Inc                                                                                                        | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6528 | NS      | $331034.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      452000 | PA      | $466302.16    | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      221018 | NS      | $28716868.74  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ZHUZHOU CRRC TIMES ELECTRIC LTD H                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |      192570 | OU      | $-1057.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                               | BP PLC                                                                                                             | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       16683 | NS      | $582737.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      432000 | PA      | $315081.19    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -185 | NC      | $-28860.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-359851.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-10963.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                | Novartis Capital Corp                                                                                              | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13420.17     | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | PIONEER NATURAL RESOURCES CO                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         150 | NC      | $6000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                                                                          | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $15590.67     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                           | ADVANCED MICRO DEVICES INC                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      192101 | OU      | $15538.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MARATHON OIL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -640 | NC      | $-26240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      147000 | PA      | $88472.19     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd            | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      477000 | NS      | $6960501.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      226000 | PA      | $182385.33    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWJ2AYS1 IRS MXN R F  4.41500 2 CCPVANILLA / Short: SRWJ2AYS1 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    34644162 | OU      | $-18724.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INFORMA PLC                                          | Informa PLC                                                                                                        | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109136.28    | 0.01%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Amoy Diagnostics Co Ltd                              | Amoy Diagnostics Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       92170 | NS      | $350690.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      247000 | PA      | $231609.63    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                            | ANSYS Inc                                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        6580 | NS      | $1589662.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRWJX6S95 SWAPTION                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    49025906 | NC      | $6.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embraer SA                                           | Embraer SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      100327 | NS      | $272911.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ROCKWELL AUTOMATION INC                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          38 | NC      | $26790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                             | BX 2021-MFM1                                                                                                       | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356168 | PA      | $331271.36    | 0.02%             | 2034-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | OVINTIV INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -129 | NC      | $-9030.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRIGORIFICO CONCEPCION                               | Frigorifico Concepcion SA                                                                                          | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      200000 | PA      | $161500.00    | 0.01%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust        | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      835000 | PA      | $791223.62    | 0.04%             | 2038-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                  | BHMS 2018-ATLS                                                                                                     | CUSIP: 05549GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      287769 | PA      | $273344.38    | 0.01%             | 2035-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      233000 | PA      | $16892.50     | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                | MAF Global Securities Ltd                                                                                          | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      210000 | PA      | $207112.50    | 0.01%             | 2024-05-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | Long: BRY7SJ4X0 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY7SJ4X0 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       85000 | OU      | $11401.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                        | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |           1 | NC      | $53747.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2544149.02  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | XEROX HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $930.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | BRYAVKH12 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -51992766 | NC      | $-136116.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ADOBE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          20 | NC      | $80.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229381.36    | 0.01%             | 2024-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd                                    | Shionogi & Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |        4200 | NS      | $210768.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | OLYMPUS CORP                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      169910 | OU      | $13045.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | Long: BRY2M1994 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY2M1994 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       30000 | OU      | $-1616.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV NV                               | Volkswagen Financial Services NV                                                                                   | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115864.57    | 0.01%             | 2025-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                      | CSAIL 2016-C5 Commercial Mortgage Trust                                                                            | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      138170 | PA      | $123902.75    | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9004329 | PA      | $8247215.21   | 0.40%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      130000 | PA      | $124935.20    | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      141000 | PA      | $103598.86    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                               | Pertamina Persero PT                                                                                               | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      256000 | PA      | $234269.49    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ziggo B.V.                                           | Ziggo B.V. 2019 EUR Term Loan H                                                                                    | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     4186717 | PA      | $4120356.93   | 0.20%             | 2029-01-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      672000 | PA      | $597769.93    | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                                                            | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44741.46     | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SHELL PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |        -505 | NC      | $-20200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRASKEM NETHERLANDS                                  | Braskem Netherlands Finance BV                                                                                     | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193767.87    | 0.01%             | 2081-01-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -98 | NC      | $-24892.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                           | Alcoa Corp                                                                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       32880 | NS      | $1495053.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                     | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         322 | NS      | $272489.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                          | South32 Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |      263285 | NS      | $717030.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                                                          | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       62000 | PA      | $57672.97     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                          | Telia Co AB                                                                                                        | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |      181703 | NS      | $464233.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | OTIS WORLDWIDE CORP                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -126 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                              | Garfunkelux Holdco 3 SA                                                                                            | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      527000 | PA      | $495021.83    | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      339000 | PA      | $284290.84    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co Ltd                          | China Merchants Bank Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |       56000 | NS      | $313165.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                 | Univar Solutions Inc                                                                                               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        7288 | NS      | $231758.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Oil Corp Ltd                                  | Indian Oil Corp Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | EC               | CORP              | IN        |       62909 | NS      | $58171.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      547214 | PA      | $46887.28     | 0.00%             | 2030-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      226000 | PA      | $183941.90    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division     | FTSE 100 IDX FUT MAR23                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -17 | NC      | $12804.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRW2ME3P8 NEON PAYMENTS                              | BRW2ME3P8 NEON PAYMENTS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3076 | NS      | $1555287.12   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Agricultural Bank of China Ltd                       | Agricultural Bank of China Ltd                                                                                     | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |      651000 | NS      | $223520.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MNTN DIGITAL, SERIES D                               | MNTN DIGITAL, SERIES D                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       20836 | NS      | $200025.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6388341 | PA      | $243317.86    | 0.01%             | 2029-05-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CSMC 2022 LION                                       | CSMC 2022 LION                                                                                                     | CUSIP: 12660TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      802080 | PA      | $732445.82    | 0.04%             | 2027-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Celltrion Healthcare Co Ltd                          | Celltrion Healthcare Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 988400KI4VU01I1E7I73 | Long             | EC               | CORP              | KR        |        2335 | NS      | $107907.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY97X0K0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    12576417 | NC      | $137295.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Signal Parent, Inc                                   | Signal Parent, Inc Term Loan B                                                                                     | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      422118 | PA      | $251510.50    | 0.01%             | 2028-04-03      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                             | Shire Acquisitions Investments Ireland DAC                                                                         | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1675000 | PA      | $1570920.71   | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $11237.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | KLA CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -47 | NC      | $-10669.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal           | S+P/TSX 60 IX FUT MAR23                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           4 | NC      | $-24640.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21400000 | PA      | $20591448.72  | 1.00%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES IBOXX HIGH YIELD CORPO                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         180 | NC      | $10800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                                                             | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $40914.98     | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      109000 | PA      | $97759.89     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                          | BRY5CKYX5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    76731282 | NC      | $2113370.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | NORTHROP GRUMMAN CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -31 | NC      | $-33635.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | HUMANA INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          32 | NC      | $4160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRWYMDSD0 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRWYMDSD0 IRS USD P F  2.00000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5326477 | OU      | $240195.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                                                              | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      108000 | PA      | $85071.60     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | KLA CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          47 | NC      | $21620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                                                          | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15010.79     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | CHINA VANKE LTD H                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      259865 | OU      | $2994.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ENERGY SELECT SECTOR SPDR FUND                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -164 | NC      | $-2952.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                          | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |        7025 | NS      | $635072.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Issuance Trust 2021-B                                                                                      | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $86377.04     | 0.00%             | 2031-05-08      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| FARMERS BUS NETWORK SERIES F                         | FARMERS BUS NETWORK SERIES F                                                                                       | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |       20968 | NS      | $977318.48    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Informatica Inc                                      | Informatica Inc                                                                                                    | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44503 | NS      | $724953.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V MODULAR SERVICES                               | BCP V Modular Services Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     1704000 | PA      | $1340673.76   | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                     | Mettler-Toledo International Inc                                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         214 | NS      | $309326.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government International Bond                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $180000.00    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DEXCOM INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         141 | NC      | $181185.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |        -196 | NC      | $-9408.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cold Storage Trust                                   | Cold Storage Trust 2020-ICE5                                                                                       | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658604 | PA      | $640517.85    | 0.03%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                                                             | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      396000 | PA      | $372200.03    | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                              | Aeropuerto Internacional de Tocumen SA                                                                             | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $163331.38    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                               | Verisure Midholding AB                                                                                             | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      160000 | PA      | $136161.18    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                    | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |        6631 | NS      | $79957.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                | Travelers Cos Inc/The                                                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        2609 | NS      | $489161.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                        | AIA Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      501600 | NS      | $5578010.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                                                   | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       11000 | PA      | $9537.49      | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                           | Charter Communications Inc                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       10840 | NS      | $3675844.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18544.99     | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MED Trust                                            | Med Trust 2021-MDLN                                                                                                | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      175000 | PA      | $168445.55    | 0.01%             | 2038-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | EURO-BUXL 30Y BND MAR23                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -9 | NC      | $264158.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                                                                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      297000 | PA      | $237332.02    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                       | Bayview Commercial Asset Trust 2005-3                                                                              | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12768 | PA      | $11669.50     | 0.00%             | 2035-11-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Temenos AG                                           | Temenos AG                                                                                                         | CUSIP: 000000000<br>LEI: 5067007NW6550481FH64 | Long             | EC               | CORP              | CH        |        1407 | NS      | $77208.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings Inc.                              | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      794989 | PA      | $770852.97    | 0.04%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                    | MC Brazil Downstream Trading SARL                                                                                  | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $164920.58    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                              | Extra Space Storage Inc                                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |        1473 | NS      | $216796.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JD Health International Inc                          | JD Health International Inc                                                                                        | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |      100900 | NS      | $922331.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microport Cardioflow Medtech Corp                    | Microport Cardioflow Medtech Corp                                                                                  | CUSIP: 000000000<br>LEI: 254900V03B971A7FK886 | Long             | EC               | CORP              | KY        |     1283000 | NS      | $429011.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      459000 | PA      | $363975.03    | 0.02%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          80 | NC      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                             | Shire Acquisitions Investments Ireland DAC                                                                         | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      880000 | PA      | $864809.65    | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      510000 | PA      | $494089.62    | 0.02%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      132400 | NS      | $5665477.33   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2017-C38                                                                     | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48308 | PA      | $39587.94     | 0.00%             | 2050-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                  | Delta Air Lines Inc                                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       13990 | NS      | $459711.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1151912.24   | 0.06%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                            | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |       14270 | NS      | $1531456.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumba Iron Ore Ltd                                   | Kumba Iron Ore Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        9889 | NS      | $286521.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                 | Thomson Reuters Corp                                                                                               | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |        9000 | PA      | $8514.05      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BayCurrent Consulting Inc                            | BayCurrent Consulting Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        5900 | NS      | $184993.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                     | Kronos Acquisition Holdings Inc. 2021 1st Lien Term Loan                                                           | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190362 | PA      | $183223.02    | 0.01%             | 2026-12-22      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| UBS AG                                               | BRYAJUNY5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -1274065 | OU      | $-69179.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | VISA INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -114 | NC      | $-39900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                                               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24336.40     | 0.00%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $187110.80    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                            | Toast Inc                                                                                                          | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        7946 | NS      | $143266.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co       | Dr Sulaiman Al Habib Medical Services Group Co                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         660 | NS      | $38541.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY3E2GG5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -8313198 | NC      | $-225091.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                           | Navient Private Education Refi Loan Trust 2021-D                                                                   | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      276000 | PA      | $233703.52    | 0.01%             | 2060-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSST Mortgage Trust                                  | Beast Mortgage Trust                                                                                               | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216000 | PA      | $206966.97    | 0.01%             | 2036-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                                                  | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       66000 | PA      | $61108.22     | 0.00%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                              | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      206000 | PA      | $172403.05    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                                                     | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      822000 | PA      | $789667.92    | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LG Display Co Ltd                                    | LG Display Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |        8480 | NS      | $83800.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                    | BRYARMHF2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     1135000 | NC      | $4179.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      326000 | PA      | $249027.42    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRY9EKU92 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |   -50305666 | NC      | $-209354.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      433000 | PA      | $287700.15    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                                                              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      244000 | PA      | $233020.00    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC               | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-25680.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                  | Canadian Government Bond                                                                                           | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    14378000 | PA      | $9532529.05   | 0.46%             | 2026-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                                                             | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      201000 | PA      | $177875.51    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                 | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        1129 | NS      | $2275251.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                           | Splunk Inc                                                                                                         | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      465000 | PA      | $392367.00    | 0.02%             | 2027-06-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | BRYB7HH30 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     4262501 | OU      | $56034.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      339000 | PA      | $270349.39    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                          | Crown PropTech Acquisitions                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       36310 | NS      | $368546.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZERO MASS WATER, SERIES C 1                          | ZERO MASS WATER, SERIES C 1                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       43479 | NS      | $1164367.62   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | SERVICENOW INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-146740.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MCM TRUST CMO                                        | MCM TRUST CMO                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      758395 | PA      | $731306.25    | 0.04%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       34770 | NS      | $3238130.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                                                           | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      220000 | PA      | $216192.22    | 0.01%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $31100.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                                                       | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278168 | PA      | $22378.36     | 0.00%             | 2030-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       97728 | NS      | $10842921.60  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                   | Kyowa Kirin Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |        4200 | NS      | $96647.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                       | Home Depot Inc/The                                                                                                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      678000 | PA      | $661999.78    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1502243 | PA      | $1402847.50   | 0.07%             | 2038-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                                                       | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      266000 | PA      | $209506.60    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                            | Healthpeak Properties Inc                                                                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |        8761 | NS      | $219638.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR FUT OPTN FEB23P 111.5                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          13 | NC      | $7921.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLTA SERIES C                                       | VOLTA SERIES C                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        1948 | NS      | $225038.63    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | ENERGY SELECT SECTOR SPDR FUND                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         164 | NC      | $46740.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                              | VF Corp                                                                                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       14432 | NS      | $398467.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | MARATHON OIL CORP                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         347 | NC      | $1735.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                               | Chesapeake Energy Corp                                                                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        7110 | NS      | $670970.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                 | Colgate-Palmolive Co                                                                                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        2623 | NS      | $206666.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ALIGN TECHNOLOGY INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          28 | NC      | $3780.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hino Motors Ltd                                      | Hino Motors Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       44900 | NS      | $172087.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                       | Morgan Stanley Capital I Trust 2018-MP                                                                             | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234000 | PA      | $207964.74    | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings, LLC                                   | Vaco Holdings, LLC 2022 Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      431750 | PA      | $414838.03    | 0.02%             | 2029-01-21      | Variable      | 9.73%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                | Quest Diagnostics Inc                                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        2239 | NS      | $350269.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137618 | PA      | $96338.77     | 0.00%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                       | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        5801 | NS      | $1942986.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                                                       | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      562000 | PA      | $532344.74    | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                   | Steel Dynamics Inc                                                                                                 | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      770000 | PA      | $722013.73    | 0.04%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                  | SPI 200 FUTURES MAR23                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          -2 | NC      | $4319.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                     | West Pharmaceutical Services Inc                                                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1300 | NS      | $305955.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRY1RTH67 IRS USD R F  2.65000 2 CCPOIS / Short: SRY1RTH67 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30521800 | OU      | $-2199936.57  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | Credit Suisse Mortgage Capital Certificates 2019-ICE4                                                              | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      668000 | PA      | $651330.59    | 0.03%             | 2036-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -375 | NC      | $-10500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $316658.32    | 0.02%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRYBNHVG7 IRS USD R F  3.81018 2 CCPOIS / Short: SRYBNHVG7 IRS USD P V 12MSOFR 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14381000 | OU      | $-113593.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan International Bank Ltd.                     | BRY9EKUB7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: PGBWEZU4QUV2UVGWJC76 | N/A              | DIR              |  | US        |    12576416 | NC      | $164670.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       16681 | NS      | $6102577.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                                  | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      236000 | PA      | $227999.08    | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd                                            | Bunge Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |       56261 | NS      | $5613159.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FORNO D ASOLO SPA                                    | Forno d'Asolo SpA                                                                                                  | CUSIP: 000000000<br>LEI: 81560063C1143F7B5254 | Long             | DBT              | CORP              | IT        |     1595000 | PA      | $1502482.91   | 0.07%             | 2027-04-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                       | JPN 10Y BOND(OSE) MAR23                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -17 | NC      | $347371.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | WYNN RESORTS LTD                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      162143 | OU      | $7428.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        9347 | NS      | $1253432.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      113000 | PA      | $102357.07    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                       | Halliburton Co                                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       39880 | NS      | $1569278.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      217504 | NS      | $18270336.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                     | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2822539 | PA      | $235842.91    | 0.01%             | 2054-04-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        2226 | NS      | $311482.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                                                       | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       38000 | PA      | $36566.10     | 0.00%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ENERGY SELECT SECTOR SPDR FUND                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -227 | NC      | $-11123.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: BRY1RTHF7 IRS USD R V 12MSOFR 1 CCPOIS / Short: BRY1RTHF7 IRS USD P F  2.72000 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    65073600 | OU      | $2289211.81   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                             | Infineon Technologies AG                                                                                           | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       44028 | NS      | $1339898.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113490.19    | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                              | Becton Dickinson and Co                                                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1256618.29   | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                             | Canadian Pacific Railway Co                                                                                        | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $619357.49    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                   | Anglo American PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |       60206 | NS      | $2355720.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                        | BRYAG61P4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -2571410 | OU      | $-27166.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       96744 | OU      | $6143.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | Long: SRWJAEYQ8 IRS MXN R F  4.85500 2 CCPVANILLA / Short: SRWJAEYQ8 IRS MXN P V 01MTIIE 1 CCPVANILLA              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    24581627 | OU      | $-82243.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                                                               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      447000 | PA      | $416965.55    | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | HUDSON PACIFIC PROPERTIES INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $1435.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                                                     | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      226000 | PA      | $234180.80    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                               | Full House Resorts Inc                                                                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       36000 | PA      | $31871.16     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                          | E-MINI RUSS 2000 MAR23                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          16 | NC      | $-50644.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -98 | NC      | $-7742.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | OCADO GROUP PLC                                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      239780 | OU      | $23850.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                  | DBGS 2018-BIOD Mortgage Trust                                                                                      | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760411 | PA      | $716835.17    | 0.03%             | 2035-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Meituan                                              | Meituan                                                                                                            | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       16500 | NS      | $369299.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                             | Cloud Software Group Holdings Inc                                                                                  | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1292901.67   | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -35 | NC      | $-4550.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                      | Nippon Yusen KK                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |        9000 | NS      | $213273.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNORKEL AI, INC., SERIES C                           | SNORKEL AI, INC., SERIES C                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15980 | NS      | $113777.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | HUMANA INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -18 | NC      | $-180.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jinxin Fertility Group Ltd                           | Jinxin Fertility Group Ltd                                                                                         | CUSIP: 000000000<br>LEI: 2549000NTC85I8X21O47 | Long             | EC               | CORP              | KY        |      446500 | NS      | $412438.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                      | Polski Koncern Naftowy ORLEN SA                                                                                    | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |        7309 | NS      | $107165.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                                                       | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      325000 | PA      | $317463.43    | 0.02%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                                                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      226000 | PA      | $236803.08    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust          | MF1 2021-W10X                                                                                                      | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      852297 | PA      | $811519.36    | 0.04%             | 2034-12-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM                  | Liberty Media Corp-Liberty SiriusXM                                                                                | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       86646 | NS      | $3406054.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      226000 | PA      | $193295.89    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                      | General Motors Financial Co Inc                                                                                    | CUSIP: 37046UPD7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     1220000 | PA      | $1214316.83   | 0.06%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                        | BRY97X0H7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    12576417 | NC      | $285150.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          39 | NC      | $185640.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                           | DISH NETWORK CORP-CFD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      358019 | OU      | $13772.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                                                      | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      104000 | PA      | $100846.54    | 0.00%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                            | ONEOK Inc                                                                                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        9472 | NS      | $622310.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VITA GLOBAL FINCO LIMITED                            | VITA GLOBAL FINCO LIMITED EUR TERM LOAN B                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |      643623 | PA      | $654517.62    | 0.03%             | 2027-07-06      | Floating      | 9.44%                 | Yes           |                  3 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                                                     | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      337000 | PA      | $316363.46    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                       | Amazon.com Inc                                                                                                     | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      226000 | PA      | $206818.55    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings Inc                           | Floor & Decor Holdings Inc                                                                                         | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        6691 | NS      | $465894.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                             | Anheuser-Busch InBev SA/NV                                                                                         | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118700.28    | 0.01%             | 2025-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASMPT Ltd                                            | ASMPT Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |       13900 | NS      | $99101.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18644620 | PA      | $18130648.49  | 0.88%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                       | SAAB B                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |      193138 | OU      | $76.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                            | Park Hotels & Resorts Inc                                                                                          | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       13228 | NS      | $155958.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | INTEL CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          48 | NC      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                             | Baxter International Inc                                                                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        2180 | NS      | $111114.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3129100 | PA      | $2389116.73   | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                                                               | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      435000 | PA      | $417065.14    | 0.02%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division     | ICE 3MTH SONIA FU JUN23                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         151 | NC      | $182731.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                       | Microsoft Corp                                                                                                     | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      147000 | PA      | $93258.58     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | United States Treasury Inflation Indexed Bonds                                                                     | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5589134 | PA      | $5208518.52   | 0.25%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                | Freedom Mortgage Corp                                                                                              | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      521000 | PA      | $479320.00    | 0.02%             | 2024-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      226000 | PA      | $178108.59    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOODLE PARTNERS INC SERIES C                         | NOODLE PARTNERS INC SERIES C                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       69413 | NS      | $425501.69    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| American Express Co                                  | American Express Co                                                                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2212 | NS      | $326823.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -62 | NC      | $-7254.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                               | Regions Financial Corp                                                                                             | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       23000 | PA      | $21493.75     | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                | Element Solutions Inc                                                                                              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       18099 | NS      | $329220.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance                                      | Teleperformance                                                                                                    | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |         535 | NS      | $127538.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                                                        | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135096.91    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SCHLUMBERGER LTD                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |         196 | NC      | $15484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                       | Amazon.com Inc                                                                                                     | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      181000 | PA      | $145440.55    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 10Y NOTE W1 OP JAN23P 112                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -785 | NC      | $-269843.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                               | Mercedes-Benz Group AG                                                                                             | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      120196 | NS      | $7899954.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                           | BYD Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |       19000 | NS      | $468826.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                             | Air Products and Chemicals Inc                                                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      226000 | PA      | $189178.39    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                  | Public Service Enterprise Group Inc                                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        1848 | NS      | $113226.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                   | Qantas Airways Ltd                                                                                                 | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |       46866 | NS      | $191771.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         598 | NC      | $12558.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | CF INDUSTRIES HOLDINGS INC                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -124 | NC      | $-108500.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -375 | NC      | $-28125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd                                       | AGL Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | EC               | CORP              | AU        |       74720 | NS      | $410546.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                          | Fastenal Co                                                                                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        2765 | NS      | $130839.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OAFIT A NOTE UPSIZE                                  | OAFIT A NOTE UPSIZE                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |      122271 | PA      | $81791.38     | 0.00%             | 2024-01-21      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                               | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -146 | NC      | $-438.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                                                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      104000 | PA      | $58478.32     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MERCK + CO INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -177 | NC      | $-202134.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Panama                                   | Panama Government International Bond                                                                               | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      449000 | PA      | $421904.10    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ASTRAZENECA PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |         140 | NC      | $71820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKY LTD                                              | Sky Ltd                                                                                                            | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      209000 | PA      | $204009.51    | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Super Hi International Holding Ltd                   | Super Hi International Holding Ltd                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       15200 | NS      | $19356.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                              | Long: BRY436GW1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BRY436GW1 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       40000 | OU      | $2934.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        9637 | NS      | $827336.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                                                    | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      676000 | PA      | $640276.73    | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                      | Mitsubishi Corp                                                                                                    | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       15800 | NS      | $515630.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LG Chem Ltd                                          | LG Chem Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |        3699 | NS      | $1766380.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                  | American International Group Inc                                                                                   | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      166000 | PA      | $160797.34    | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd                   | Haidilao International Holding Ltd                                                                                 | CUSIP: 000000000<br>LEI: 3003009Q8GV4VNKZWI24 | Long             | EC               | CORP              | KY        |      152000 | NS      | $436208.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Construction Bank Corp                         | China Construction Bank Corp                                                                                       | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |      340000 | NS      | $213005.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                                          | Li Auto Inc                                                                                                        | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |        4500 | NS      | $44276.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                                    | Barrick Gold Corp                                                                                                  | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        9914 | NS      | $169943.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      148922 | NS      | $17572796.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                | Toronto-Dominion Bank/The                                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $109681.03    | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          29 | NC      | $551.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                          | Heineken NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        1788 | NS      | $168199.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP