# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001091
**Filing Date:** 2025-8
**Character Count:** 578630
**Document Hash:** 97ae4e79d7668caf8ae4a37dd6f199d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001091.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251265965

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL Multi-Manager Alternative Fund (Series ID: S000048717)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000153487 | JNL Multi-Manager Alternative Fund (A) |  |
| C000192217 | JNL Multi-Manager Alternative Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL Multi-Manager Alternative Fund

- **b. EDGAR series identifier (if any):** S000048717

- **c. LEI of Series:** 549300WLIS7O5K800R06

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1217679730.03

**Total Liabilities:** $313310366.90

**Net Assets:** $904369363.13

**Cash Not Reported:** $24281436.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -141.194506717949 | **1-Year:** -1960.938890974013 | **5-Year:** -2137.245737429543 | **10-Year:** -6649.100503637735 | **30-Year:** -13985.209201852774

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

- **3-Month:** -1029.394267242982 | **1-Year:** -13964.864295652292 | **5-Year:** -26241.353686124282 | **10-Year:** -11812.232395546798 | **30-Year:** -9769.099200132248

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153487 | 0.85%                | 2.83%                | 1.94%                |
| Class ID C000192217 | 0.98%                | 2.85%                | 1.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3812056.53              | $2433306.66                                |
| Month 2  | $2778209.82              | $21141968.88                               |
| Month 3  | $2533979.94              | $15225285.03                               |

**Designated Index Information**

- **Index Name:** Absolute VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                   | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Acropolis Infrastructure Acquisition Corp.                                             | Acropolis Infrastructure Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16963 | NS      | $0.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Adeia Inc.                                                                             | Adeia Inc.                                                                             | CUSIP: 00676P107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -107754 | NS      | $-1523641.56  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries, Inc.                                                       | Advanced Energy Industries, Inc.                                                       | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |     -1011 | NS      | $-133957.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries, Inc.                                                       | Advanced Energy Industries, Inc.                                                       | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |    201000 | PA      | $241716.57    | 0.03%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7584 | NS      | $-524357.76   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1543790.70   | 0.17%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Affirm Holdings, Inc.                                                                  | Affirm Holdings, Inc.                                                                  | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $935064.00    | 0.10%             | 2029-12-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |    -20658 | NS      | $-1647682.08  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1606273.79   | 0.18%             | 2027-09-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1287901.40   | 0.14%             | 2029-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Akamai Technologies, Inc.                                                              | Akamai Technologies, Inc.                                                              | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1438536.12   | 0.16%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           | 2                  | On Loan: No      |
| Alarm.Com Holdings, Inc.                                                               | Alarm.Com Holdings, Inc.                                                               | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |     -1920 | NS      | $-108614.40   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.Com Holdings, Inc.                                                               | Alarm.Com Holdings, Inc.                                                               | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |    402000 | PA      | $387728.60    | 0.04%             | 2026-01-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Alarm.Com Holdings, Inc.                                                               | Alarm.Com Holdings, Inc.                                                               | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339280.90    | 0.04%             | 2029-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Short            | EC               | CORP              | KY        |    -25777 | NS      | $-2923369.57  | -0.32%            |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     21129 | NS      | $2396239.89   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Alibaba Group Holding Limited                                                          | Alibaba Group Holding Limited                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $4188104.70   | 0.46%             | 2031-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Alkami Technology, Inc.                                                                | Alkami Technology, Inc.                                                                | CUSIP: 01644J108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18346 | NS      | $-552948.44   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Alkami Technology, Inc.                                                                | Alkami Technology, Inc.                                                                | CUSIP: 01644JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $956981.15    | 0.11%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Alliant Energy Corporation                                                             | Alliant Energy Corporation                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Short            | EC               | CORP              | US        |      -723 | NS      | $-43719.81    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corporation                                                             | Alliant Energy Corporation                                                             | CUSIP: 018802AC2<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118484.72    | 0.01%             | 2026-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                          | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Short            | EC               | CORP              | US        |     -2086 | NS      | $-680223.74   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                          | Alnylam Pharmaceuticals, Inc.                                                          | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    829000 | PA      | $1073671.06   | 0.12%             | 2027-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Alpha Holding, S.A. de C.V                                                             | Alpha Holding, S.A. de C.V                                                             | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | US        |    235683 | PA      | $848.93       | 0.00%             | 2025-12-31      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc.                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     27506 | NS      | $4879289.34   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc.                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     86953 | NS      | $15323727.19  | 1.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Short            | EC               | CORP              | US        |    -44228 | NS      | $-490930.80   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    512000 | PA      | $502740.48    | 0.06%             | 2026-08-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Alphatec Holdings, Inc.                                                                | Alphatec Holdings, Inc.                                                                | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    741000 | PA      | $743808.39    | 0.08%             | 2030-03-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Altenergy Acquisition Corp.                                                            | Altenergy Acquisition Corp.                                                            | CUSIP: 02157M116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $86.04        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altaba Inc.                                                                            | Altaba Inc.                                                                            | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |   2007178 | NS      | $2609331.40   | 0.29%             |  |  |  | No            | 3                  | On Loan: No      |
| Amazon.com, Inc.                                                                       | Amazon.com, Inc.                                                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     83433 | NS      | $18304365.87  | 2.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Beverage Co Ambev                                                             | American Beverage Co Ambev                                                             | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |   1025427 | NS      | $2471279.07   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys, Inc.                                                                         | Amedisys, Inc.                                                                         | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      7555 | NS      | $743336.45    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Capital Corp.                                                           | American Water Capital Corp.                                                           | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1173405.74   | 0.13%             | 2026-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| American Water Works Company, Inc.                                                     | American Water Works Company, Inc.                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -1182 | NS      | $-164428.02   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                                                        | Amphastar Pharmaceuticals, Inc.                                                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Short            | EC               | CORP              | US        |     -1066 | NS      | $-24475.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                                                        | Amphastar Pharmaceuticals, Inc.                                                        | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |    262000 | PA      | $227456.87    | 0.03%             | 2029-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                                   | AMSR 2020-SFR5 Trust                                                                   | CUSIP: 03217JAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4953647.50   | 0.55%             | 2025-11-19      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Amyris, Inc.                                                                           | Amyris, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2856000 | PA      | $0.03         | 0.00%             | 2026-11-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXIV                                                                        | Apidos CLO XXIV                                                                        | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501711.00    | 0.06%             | 2030-10-21      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| Applied Digital Corporation                                                            | Applied Digital Corporation                                                            | CUSIP: 038169AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $521289.48    | 0.06%             | 2030-06-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Applied Optoelectronics, Inc.                                                          | Applied Optoelectronics, Inc.                                                          | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |     -8745 | NS      | $-224659.05   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Applied Optoelectronics, Inc.                                                          | Applied Optoelectronics, Inc.                                                          | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $440968.63    | 0.05%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-FL1                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1                                     | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350437.47    | 0.04%             | 2037-01-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3                                   | Arbor Multifamily Mortgage Securities Trust 2021-MF3                                   | CUSIP: 03882KBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $206300.94    | 0.02%             | 2054-10-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Argentina, Republic of                                                                 | Argentina, Republic of                                                                 | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $324077.85    | 0.04%             | 2037-01-21      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Array Tech, Inc.                                                                       | Array Tech, Inc.                                                                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |     -3347 | NS      | $-19747.30    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Array Tech, Inc.                                                                       | Array Tech, Inc.                                                                       | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37886.47     | 0.00%             | 2031-07-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                                                  | AssuredPartners, Inc.                                                                  | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1310782.96   | 0.14%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                                                  | AssuredPartners, Inc.                                                                  | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2320008.83   | 0.26%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Astronics Corporation                                                                  | Astronics Corporation                                                                  | CUSIP: 046433AC2<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    632000 | PA      | $1083873.68   | 0.12%             | 2030-03-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AutoZone, Inc.                                                                         | AutoZone, Inc.                                                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Short            | EC               | CORP              | US        |      -965 | NS      | $-3582301.95  | -0.40%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                          | Berkshire Hills Bancorp, Inc.                                                          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Short            | EC               | CORP              | US        |      -456 | NS      | $-11418.24    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co., Inc.                                                                     | Best Buy Co., Inc.                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Short            | EC               | CORP              | US        |    -52282 | NS      | $-3509690.66  | -0.39%            |  |  |  | No            | 1                  | On Loan: No      |
| BigBear.ai Holdings, LLC                                                               | BigBear.ai Holdings, LLC                                                               | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |    356000 | PA      | $746407.40    | 0.08%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Bill Holdings, Inc.                                                                    | Bill Holdings, Inc.                                                                    | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -4826 | NS      | $-223250.76   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Bill Holdings, Inc.                                                                    | Bill Holdings, Inc.                                                                    | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $987034.63    | 0.11%             | 2030-04-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                             | Bio-Rad Laboratories, Inc.                                                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2200 | NS      | $530904.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |    -70464 | NS      | $-1685498.88  | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Company, The                                                                    | Boeing Company, The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     56062 | NS      | $11746670.86  | 1.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                           | Bristol-Myers Squibb Company                                                           | CUSIP: 110122157<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25297 | NS      | $18972.75     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS Energy Corporation                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Short            | EC               | CORP              | US        |      -718 | NS      | $-49743.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International, Inc.                                                        | CSG Systems International, Inc.                                                        | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |     -1882 | NS      | $-122913.42   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cantaloupe, Inc.                                                                       | Cantaloupe, Inc.                                                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     67610 | NS      | $743033.90    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Southwest Corporation                                                          | Capital Southwest Corporation                                                          | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Short            | EC               | CORP              | US        |     -1763 | NS      | $-38856.52    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CarMax, Inc.                                                                           | CarMax, Inc.                                                                           | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     13060 | NS      | $877762.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corporation                                                                   | Carnival Corporation                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |   -140431 | NS      | $-3948919.72  | -0.44%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |    -20385 | NS      | $-1277324.10  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| The Chefs' Warehouse, Inc.                                                             | The Chefs' Warehouse, Inc.                                                             | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Short            | EC               | CORP              | US        |      -435 | NS      | $-27757.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| The Chefs' Warehouse, Inc.                                                             | The Chefs' Warehouse, Inc.                                                             | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     22000 | PA      | $34550.34     | 0.00%             | 2028-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Chenango Park CLO, Ltd.                                                                | Chenango Park CLO, Ltd.                                                                | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996356.00    | 0.11%             | 2030-04-15      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| Chevron Corporation                                                                    | Chevron Corporation                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5523 | NS      | $-790838.37   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2002-HYB1                                              | CHL Mortgage Pass-Through Trust 2002-HYB1                                              | CUSIP: 17025JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945425 | PA      | $451391.26    | 0.05%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cintas Corporation                                                                     | Cintas Corporation                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -673 | NS      | $-149991.51   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc.                                                                         | Citigroup Inc.                                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     31275 | NS      | $2662128.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                            | Citigroup Commercial Mortgage Trust 2018-B2                                            | CUSIP: 17327FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2521950 | PA      | $81220.16     | 0.01%             | 2051-03-10      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| Cleanspark Inc.                                                                        | Cleanspark Inc.                                                                        | CUSIP: 18452B209<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2282 | NS      | $-25170.46    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cleanspark Inc.                                                                        | Cleanspark Inc.                                                                        | CUSIP: 18452BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38160.37     | 0.00%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Clover CLO 2021-3 LLC                                                                  | Clover CLO 2021-3 LLC                                                                  | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500002.50    | 0.06%             | 2035-01-25      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |     -8689 | NS      | $-1701566.87  | -0.19%            |  |  |  | No            | 1                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   2594000 | PA      | $3044785.32   | 0.34%             | 2026-08-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Cloudflare, Inc.                                                                       | Cloudflare, Inc.                                                                       | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     97000 | PA      | $104060.63    | 0.01%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               | CORP              | US        |     -5422 | NS      | $-1900356.78  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $3057755.10   | 0.34%             | 2026-06-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Coinbase Global, Inc.                                                                  | Coinbase Global, Inc.                                                                  | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    602000 | PA      | $786627.38    | 0.09%             | 2030-04-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37488.10     | 0.00%             | 2028-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                         | Collegium Pharmaceutical, Inc.                                                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |    -25890 | NS      | $-765567.30   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                         | Collegium Pharmaceutical, Inc.                                                         | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1516351.92   | 0.17%             | 2029-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Cologix Data Centers US Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                                     | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1262107.86   | 0.14%             | 2026-12-28      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                    | Comcast Corporation                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     60850 | NS      | $2171736.50   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM 2018-HCLV Mortgage Trust                                                          | COMM 2018-HCLV Mortgage Trust                                                          | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $297739.60    | 0.03%             | 2033-09-15      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| Compass, Inc.                                                                          | Compass, Inc.                                                                          | CUSIP: 20464U100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -126947 | NS      | $-797227.16   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Confluent, Inc.                                                                        | Confluent, Inc.                                                                        | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Short            | EC               | CORP              | US        |      -388 | NS      | $-9672.84     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Confluent, Inc.                                                                        | Confluent, Inc.                                                                        | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1269039.12   | 0.14%             | 2027-01-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| CONMED Corporation                                                                     | CONMED Corporation                                                                     | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2238330.65   | 0.25%             | 2027-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                           | Connecticut Avenue Securities Trust 2022-R03                                           | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1119146.70   | 0.12%             | 2042-03-25      | Floating      | 14.16%                | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                           | Connecticut Avenue Securities Trust 2021-R01                                           | CUSIP: 20754LAJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1310348.88   | 0.14%             | 2041-12-26      | Floating      | 10.31%                | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                                                      | Consolidated Communications, Inc.                                                      | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    251000 | PA      | $255503.21    | 0.03%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -15291 | NS      | $-261017.37   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $341337.96    | 0.04%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                                  | Core Scientific, Inc.                                                                  | CUSIP: 21874AAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $40237.13     | 0.00%             | 2031-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                                                 | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Short            | EC               | CORP              | US        |    -15925 | NS      | $-972699.00   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                                                 | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    531000 | PA      | $503747.49    | 0.06%             | 2026-06-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                                                 | Cracker Barrel Old Country Store, Inc.                                                 | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1745515.97   | 0.19%             | 2030-09-15      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Cricut, Inc.                                                                           | Cricut, Inc.                                                                           | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Short            | EC               | CORP              | US        |   -194753 | NS      | $-1318477.81  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics, Incorporated                                                             | Cytokinetics, Incorporated                                                             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Short            | EC               | CORP              | US        |     -4558 | NS      | $-150596.32   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics, Incorporated                                                             | Cytokinetics, Incorporated                                                             | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    497000 | PA      | $527232.51    | 0.06%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| D.R. Horton, Inc.                                                                      | D.R. Horton, Inc.                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |     -8622 | NS      | $-1111548.24  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| DOLP Trust 2021-NYC                                                                    | DOLP Trust 2021-NYC                                                                    | CUSIP: 23345LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $264621.11    | 0.03%             | 2031-05-12      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Danimer Scientific, Inc.                                                               | Danimer Scientific, Inc.                                                               | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |    672000 | PA      | $3225.60      | 0.00%             | 2026-12-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Datadog, Inc.                                                                          | Datadog, Inc.                                                                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Short            | EC               | CORP              | US        |       -99 | NS      | $-13298.67    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Datadog, Inc.                                                                          | Datadog, Inc.                                                                          | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37284.43     | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| DexCom, Inc.                                                                           | DexCom, Inc.                                                                           | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2421921.03   | 0.27%             | 2025-11-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DexCom, Inc.                                                                           | DexCom, Inc.                                                                           | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    664000 | PA      | $624486.69    | 0.07%             | 2028-05-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Digital World Acquisition Corp.                                                        | Digital World Acquisition Corp.                                                        | CUSIP: 25400Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3826 | NS      | $-69021.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital World Acquisition Corp.                                                        | Digital World Acquisition Corp.                                                        | CUSIP: 25400QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $329985.68    | 0.04%             | 2028-05-29      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Envista Holdings Corporation                                                           | Envista Holdings Corporation                                                           | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |      -540 | NS      | $-10551.60    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corporation                                                           | Envista Holdings Corporation                                                           | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81738.80     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |     -1838 | NS      | $-92194.08    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    194000 | PA      | $186921.13    | 0.02%             | 2026-10-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    501000 | PA      | $445681.08    | 0.05%             | 2027-09-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    970000 | PA      | $825957.91    | 0.09%             | 2028-06-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ETSY, Inc.                                                                             | ETSY, Inc.                                                                             | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    194000 | PA      | $184332.98    | 0.02%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| E2open Parent Holdings, Inc.                                                           | E2open Parent Holdings, Inc.                                                           | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101956 | NS      | $329317.88    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Everi Holdings Inc.                                                                    | Everi Holdings Inc.                                                                    | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    109877 | NS      | $1564648.48   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Everi Holdings Inc.                                                                    | Everi Holdings Inc.                                                                    | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    792000 | PA      | $800028.86    | 0.09%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Evergy, Inc.                                                                           | Evergy, Inc.                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |     -8662 | NS      | $-597071.66   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                                                           | Evergy, Inc.                                                                           | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    776000 | PA      | $904202.96    | 0.10%             | 2027-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Evolent Health, Inc.                                                                   | Evolent Health, Inc.                                                                   | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |     -4019 | NS      | $-45253.94    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health, Inc.                                                                   | Evolent Health, Inc.                                                                   | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |    317000 | PA      | $267175.53    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -12764 | NS      | $-678278.96   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2054784.20   | 0.23%             | 2027-03-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1348794.32   | 0.15%             | 2028-03-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    401000 | PA      | $406176.91    | 0.04%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation                                                             | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    201000 | PA      | $184159.22    | 0.02%             | 2031-04-15      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| FREMF 2018-KF56 Mortgage Trust                                                         | FREMF 2018-KF56 Mortgage Trust                                                         | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245982 | PA      | $235469.70    | 0.03%             | 2028-11-25      | Floating      | 11.05%                | No            | 2                  | On Loan: No      |
| FS Rialto 2021-FL3 Issuer, Ltd.                                                        | FS Rialto 2021-FL3 Issuer, Ltd.                                                        | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $327852.99    | 0.04%             | 2036-11-18      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| FG Merger II Corp.                                                                     | FG Merger II Corp.                                                                     | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15559 | NS      | $153567.33    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Rialto 2024-FL9 Issuer, LLC                                                         | FS Rialto 2024-FL9 Issuer, LLC                                                         | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $292951.32    | 0.03%             | 2039-10-19      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| FARO Technologies, Inc.                                                                | FARO Technologies, Inc.                                                                | CUSIP: 311642AB8<br>LEI: 529900MFEFNOFP3YR823 | Long             | DBT              | CORP              | US        |    490000 | PA      | $603812.30    | 0.07%             | 2028-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fastly, Inc.                                                                           | Fastly, Inc.                                                                           | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |      -947 | NS      | $-6685.82     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137HAUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5409868 | PA      | $621855.68    | 0.07%             | 2051-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3138LMBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1092194 | PA      | $1019728.01   | 0.11%             | 2033-01-01      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| Haemonetics Corporation                                                                | Haemonetics Corporation                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |      -165 | NS      | $-12310.65    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates, Inc.                                                          | Jack Henry & Associates, Inc.                                                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     12570 | NS      | $2264736.90   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital, Inc.                                                                 | Hercules Capital, Inc.                                                                 | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Short            | EC               | CORP              | US        |     -2297 | NS      | $-41989.16    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health, Inc.                                                               | Hims & Hers Health, Inc.                                                               | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Short            | EC               | CORP              | US        |     -2155 | NS      | $-107426.75   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings, Inc.                                                                | Lantheus Holdings, Inc.                                                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |    -11167 | NS      | $-914130.62   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corporation                                                                     | Lennar Corporation                                                                     | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | EC               | CORP              | US        |     -7926 | NS      | $-876694.86   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Lennox International Inc.                                                              | Lennox International Inc.                                                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      5391 | NS      | $3090336.84   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Broadband Corporation                                                          | Liberty Broadband Corporation                                                          | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     38062 | NS      | $3723224.84   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| NOF Corporation                                                                        | NOF Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1100 | NS      | $21090.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rohto Pharmaceutical Co., Ltd.                                                         | Rohto Pharmaceutical Co., Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      2300 | NS      | $32577.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shiseido Company, Limited                                                              | Shiseido Company, Limited                                                              | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |      7900 | NS      | $140682.65    | 0.02%             |  |  |  | No            | 2                  | On Loan: —       |
| Swire Pacific Limited                                                                  | Swire Pacific Limited                                                                  | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     18342 | NS      | $157072.31    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Holcim AG                                                                              | Holcim AG                                                                              | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     17162 | NS      | $1277183.24   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank5 2024-5YR9                                                                        | Bank5 2024-5YR9                                                                        | CUSIP: 06644VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $280635.32    | 0.03%             | 2029-09-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AmpliTech Group, Inc.                                                                  | AmpliTech Group, Inc.                                                                  | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8032 | NS      | $90360.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AmpliTech Group, Inc.                                                                  | AmpliTech Group, Inc.                                                                  | CUSIP: 07323B118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13389 | NS      | $3347.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                       | Benchmark 2018-B4 Mortgage Trust                                                       | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $293556.18    | 0.03%             | 2028-07-17      | Variable      | 2.76%                 | No            | 2                  | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                      | Benchmark 2019-B14 Mortgage Trust                                                      | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15991171 | PA      | $330818.95    | 0.04%             | 2062-12-15      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| BioMarin Pharmaceutical Inc.                                                           | BioMarin Pharmaceutical Inc.                                                           | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    847000 | PA      | $797132.88    | 0.09%             | 2027-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Benchmark 2020-B18 Mortgage Trust                                                      | Benchmark 2020-B18 Mortgage Trust                                                      | CUSIP: 08163ABP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $339416.37    | 0.04%             | 2025-08-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                      | Benchmark 2021-B31 Mortgage Trust                                                      | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617000 | PA      | $332545.97    | 0.04%             | 2054-12-17      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Bentley Systems, Incorporated                                                          | Bentley Systems, Incorporated                                                          | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -3512 | NS      | $-189542.64   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems, Incorporated                                                          | Bentley Systems, Incorporated                                                          | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    486000 | PA      | $478304.19    | 0.05%             | 2026-01-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Bentley Systems, Incorporated                                                          | Bentley Systems, Incorporated                                                          | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    776000 | PA      | $730268.77    | 0.08%             | 2027-07-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BigBear.ai Holdings, LLC                                                               | BigBear.ai Holdings, LLC                                                               | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Short            | EC               | CORP              | US        |    -89518 | NS      | $-607827.22   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| DigitalOcean Holdings, Inc.                                                            | DigitalOcean Holdings, Inc.                                                            | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2834306.29   | 0.31%             | 2026-12-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Tangerine Pomelo Group, S.A.P.I. De C.V.                                               | Tangerine Pomelo Group, S.A.P.I. De C.V.                                               | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $1183.02      | 0.00%             | 2025-07-24      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| Douglas Emmett, Inc.                                                                   | Douglas Emmett, Inc.                                                                   | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35380 | NS      | $532115.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DK Crown Holdings Inc.                                                                 | DK Crown Holdings Inc.                                                                 | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    331000 | PA      | $296726.27    | 0.03%             | 2028-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| DK Crown Holdings Inc.                                                                 | DK Crown Holdings Inc.                                                                 | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Short            | EC               | CORP              | US        |     -1162 | NS      | $-49838.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |    -23577 | NS      | $-674302.20   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1786439.19   | 0.20%             | 2026-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Dropbox, Inc.                                                                          | Dropbox, Inc.                                                                          | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1148483.80   | 0.13%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Bitdeer Technologies Group                                                             | Bitdeer Technologies Group                                                             | CUSIP: 09175RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $198723.90    | 0.02%             | 2029-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Blackline, Inc.                                                                        | Blackline, Inc.                                                                        | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |     -5330 | NS      | $-301784.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                             | Dryden 40 Senior Loan Fund                                                             | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465171.50    | 0.05%             | 2031-08-15      | Floating      | 10.34%                | Yes           | 2                  | On Loan: No      |
| Duke Energy Corporation                                                                | Duke Energy Corporation                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |     -2529 | NS      | $-298422.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Blackline, Inc.                                                                        | Blackline, Inc.                                                                        | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120003.13    | 0.01%             | 2026-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Blackline, Inc.                                                                        | Blackline, Inc.                                                                        | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    562000 | PA      | $597057.56    | 0.07%             | 2029-06-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corporation                                                                | Duke Energy Corporation                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    621000 | PA      | $652900.77    | 0.07%             | 2026-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation, The                                                      | Dun & Bradstreet Corporation, The                                                      | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    678000 | PA      | $693722.35    | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1740498.81   | 0.19%             | 2028-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bloom Energy Corporation                                                               | Bloom Energy Corporation                                                               | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    519000 | PA      | $738947.01    | 0.08%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Blueprint Medicines Corporation                                                        | Blueprint Medicines Corporation                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2416 | NS      | $309682.88    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Box, Inc.                                                                              | Box, Inc.                                                                              | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |    -33893 | NS      | $-1158123.81  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Box, Inc.                                                                              | Box, Inc.                                                                              | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    899000 | PA      | $1196038.59   | 0.13%             | 2026-01-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -26275 | NS      | $-1134554.50  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1631194.11   | 0.18%             | 2027-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    253000 | PA      | $237093.89    | 0.03%             | 2029-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Bridgebio Pharma, Inc.                                                                 | Bridgebio Pharma, Inc.                                                                 | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    253000 | PA      | $294233.94    | 0.03%             | 2031-03-01      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc.                                                                          | Broadcom Inc.                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       710 | NS      | $195711.50    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookline Bancorp, Inc.                                                                | Brookline Bancorp, Inc.                                                                | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25402 | NS      | $267991.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp.                                                                           | B2Gold Corp.                                                                           | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Short            | EC               | CORP              | CA        |   -127284 | NS      | $-459495.24   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| B2Gold Corp.                                                                           | B2Gold Corp.                                                                           | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | US        |    526000 | PA      | $702373.06    | 0.08%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities 2024-2, LLC                                                    | Business Jet Securities 2024-2, LLC                                                    | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    451184 | PA      | $448972.82    | 0.05%             | 2030-09-15      | Fixed         | 7.97%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                                                        | Dun & Bradstreet Holdings, Inc.                                                        | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62660 | NS      | $569579.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Doximity, Inc.                                                                         | Doximity, Inc.                                                                         | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76763 | NS      | $4708642.42   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynavax Technologies Corporation                                                       | Dynavax Technologies Corporation                                                       | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    679000 | PA      | $613667.30    | 0.07%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                        | Earthstone Energy Holdings, LLC                                                        | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218633.30    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| EchoStar Corporation                                                                   | EchoStar Corporation                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    298490 | PA      | $350063.10    | 0.04%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                             | Encore Capital Group, Inc.                                                             | CUSIP: 292554AM4<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    926000 | PA      | $961271.34    | 0.11%             | 2025-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                             | Encore Capital Group, Inc.                                                             | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1569094.34   | 0.17%             | 2029-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp.                                                                   | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | US        |    364000 | PA      | $458546.60    | 0.05%             | 2029-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings, LLC                                                  | Frontier Communications Holdings, LLC                                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985587 | PA      | $996488.45    | 0.11%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings, LLC                                                  | Frontier Communications Holdings, LLC                                                  | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1349011.17   | 0.15%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Frontier Communications Parent, Inc.                                                   | Frontier Communications Parent, Inc.                                                   | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |    129757 | NS      | $4723154.80   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LNR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4948229 | PA      | $727417.83    | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LNX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4091012 | PA      | $639172.80    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4209198 | PA      | $625932.94    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4284270 | PA      | $666905.80    | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2140877 | PA      | $312873.10    | 0.03%             | 2050-12-20      | Floating      | 1.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382MRU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3207037 | PA      | $615409.94    | 0.07%             | 2050-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382UAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5587465 | PA      | $117768.12    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3203329 | PA      | $104608.89    | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   8198472 | PA      | $99467.15     | 0.01%             | 2051-06-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XDR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3547492 | PA      | $567121.86    | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XJ89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3575764 | PA      | $571145.29    | 0.06%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4782395 | PA      | $172970.61    | 0.02%             | 2051-09-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383A2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4729223 | PA      | $642910.45    | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383AA53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3604747 | PA      | $608803.48    | 0.07%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383AXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3563602 | PA      | $444989.06    | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383DAS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  13327785 | PA      | $135915.42    | 0.02%             | 2051-11-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383DPV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3656898 | PA      | $683441.30    | 0.08%             | 2051-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7533094 | PA      | $167941.29    | 0.02%             | 2051-12-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383FRZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7928003 | PA      | $251216.22    | 0.03%             | 2051-12-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5208205 | PA      | $871524.84    | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383L7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    602165 | PA      | $103379.73    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4313273 | PA      | $629894.45    | 0.07%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Integer Holdings Corporation                                                           | Integer Holdings Corporation                                                           | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -1849 | NS      | $-227371.53   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Lyft, Inc.                                                                             | Lyft, Inc.                                                                             | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Short            | EC               | CORP              | US        |    -31402 | NS      | $-494895.52   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Lyft, Inc.                                                                             | Lyft, Inc.                                                                             | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1079940.09   | 0.12%             | 2029-03-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| MAPS 2021-1 Trust                                                                      | MAPS 2021-1 Trust                                                                      | CUSIP: 55292RAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9471 | PA      | $9049.31      | 0.00%             | 2028-06-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| MGPI Processing, Inc.                                                                  | MGPI Processing, Inc.                                                                  | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1157118.10   | 0.13%             | 2041-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MKS Inc.                                                                               | MKS Inc.                                                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |      -389 | NS      | $-38651.04    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc.                                                                               | MKS Inc.                                                                               | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99715.91     | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| MSCI Inc.                                                                              | MSCI Inc.                                                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2878 | NS      | $1659857.72   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                              | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11126 | NS      | $-1594244.54  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                              | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $1198688.35   | 0.13%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                                              | MACOM Technology Solutions Holdings, Inc.                                              | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $762573.42    | 0.08%             | 2029-12-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MF1 2024-FL14 LLC                                                                      | MF1 2024-FL14 LLC                                                                      | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $298806.12    | 0.03%             | 2039-03-19      | Floating      | 8.71%                 | No            | 2                  | On Loan: No      |
| MF1 2024-FL14 LLC                                                                      | MF1 2024-FL14 LLC                                                                      | CUSIP: 55416AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $397611.80    | 0.04%             | 2039-03-19      | Floating      | 10.61%                | No            | 2                  | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust                                          | Eleven Madison Trust 2015-11MD Mortgage Trust                                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $141597.77    | 0.02%             | 2025-09-11      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XIV, Ltd.                                                         | Madison Park Funding XIV, Ltd.                                                         | CUSIP: 55818TAG7<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491740.00    | 0.05%             | 2030-10-22      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| Madison Park Funding XLVIII Ltd                                                        | Madison Park Funding XLVIII Ltd                                                        | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000235.00   | 0.11%             | 2033-04-19      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Sphere Entertainment Co.                                                               | Sphere Entertainment Co.                                                               | CUSIP: 55826T102<br>LEI: 529900BQELIZ5ZQYB788 | Short            | EC               | CORP              | US        |     -2226 | NS      | $-93046.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co.                                                               | Sphere Entertainment Co.                                                               | CUSIP: 55826TAB8<br>LEI: 529900BQELIZ5ZQYB788 | Long             | DBT              | CORP              | US        |    100000 | PA      | $139110.00    | 0.02%             | 2028-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mara Holdings, Inc.                                                                    | Mara Holdings, Inc.                                                                    | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51910.60     | 0.01%             | 2031-09-01      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Mara Holdings, Inc.                                                                    | Mara Holdings, Inc.                                                                    | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35680.76     | 0.00%             | 2030-03-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust 2024-B                                                  | Mariner Finance Issuance Trust 2024-B                                                  | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253114.50    | 0.03%             | 2030-10-21      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                               | Marriott Vacations Worldwide Corporation                                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |      -567 | NS      | $-40999.77    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                               | Marriott Vacations Worldwide Corporation                                               | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2497262.22   | 0.28%             | 2026-01-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                                                   | Shift4 Payments, LLC                                                                   | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -33280 | NS      | $-3298380.80  | -0.36%            |  |  |  | No            | 1                  | On Loan: No      |
| Shift4 Payments, LLC                                                                   | Shift4 Payments, LLC                                                                   | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2981000 | PA      | $3752363.56   | 0.41%             | 2025-12-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments, LLC                                                                   | Shift4 Payments, LLC                                                                   | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $626663.70    | 0.07%             | 2027-08-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Shift Technologies, Inc.                                                               | Shift Technologies, Inc.                                                               | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $2429.60      | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Shopify Inc.                                                                           | Shopify Inc.                                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Short            | EC               | CORP              | CA        |     -5098 | NS      | $-588054.30   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc.                                                                           | Shopify Inc.                                                                           | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | US        |   2983000 | PA      | $3029445.31   | 0.33%             | 2025-11-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Silvercorp Metals Inc.                                                                 | Silvercorp Metals Inc.                                                                 | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Short            | EC               | CORP              | CA        |    -48174 | NS      | $-204016.89   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Silvercorp Metals Inc.                                                                 | Silvercorp Metals Inc.                                                                 | CUSIP: 82835PAA1<br>LEI: 52990092RT3UCQ7G3177 | Long             | DBT              | CORP              | US        |    287000 | PA      | $350228.97    | 0.04%             | 2029-12-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAC8<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1323728.64   | 0.15%             | 2029-02-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1277067.53   | 0.14%             | 2030-08-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Snap Inc.                                                                              | Snap Inc.                                                                              | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |     -1331 | NS      | $-11566.39    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc.                                                                              | Snap Inc.                                                                              | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $1970077.70   | 0.22%             | 2026-08-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Snap Inc.                                                                              | Snap Inc.                                                                              | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    404000 | PA      | $365778.77    | 0.04%             | 2027-05-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Snap Inc.                                                                              | Snap Inc.                                                                              | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38752.83     | 0.00%             | 2028-03-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Snowflake Inc.                                                                         | Snowflake Inc.                                                                         | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $4558635.00   | 0.50%             | 2027-10-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Snowflake Inc.                                                                         | Snowflake Inc.                                                                         | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    571000 | PA      | $883553.98    | 0.10%             | 2029-10-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |   -210314 | NS      | $-3829817.94  | -0.42%            |  |  |  | No            | 1                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    415000 | PA      | $457848.75    | 0.05%             | 2026-10-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SoFi Technologies, Inc.                                                                | SoFi Technologies, Inc.                                                                | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $4263958.68   | 0.47%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6029 | NS      | $562505.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2489400.33   | 0.28%             | 2025-12-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    202000 | PA      | $288060.08    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54023.35     | 0.01%             | 2026-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $561493.74    | 0.06%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                             | Just Eat Takeaway.Com N.V.                                                             | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114579.26    | 0.01%             | 2028-02-09      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| Pharming Group N.V.                                                                    | Pharming Group N.V.                                                                    | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $492369.24    | 0.05%             | 2029-04-25      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Samsung C&T Corporation                                                                | Samsung C&T Corporation                                                                | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |      5960 | NS      | $712572.71    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Amrize AG                                                                              | Amrize AG                                                                              | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |     21956 | NS      | $1095240.38   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen N.V.                                                                             | Adyen N.V.                                                                             | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |      4264 | NS      | $7841349.65   | 0.87%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |      4740 | NS      | $128392.72    | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Short            | EC               | CORP              | DE        |      -737 | NS      | $-19963.18    | -0.00%            |  |  |  | Yes           | 2                  | On Loan: No      |
| Agriculture & Natural Solutions Acquisition Corp.                                      | Agriculture & Natural Solutions Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    109407 | NS      | $1187065.95   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Agriculture & Natural Solutions Acquisition Corp.                                      | Agriculture & Natural Solutions Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10912 | NS      | $1636.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aimei Health Technology Co., Ltd.                                                      | Aimei Health Technology Co., Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15458 | NS      | $3709.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Transportation Acquisition Corp.                                                    | AI Transportation Acquisition Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14327 | NS      | $157597.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Aldel Financial II Inc.                                                                | Aldel Financial II Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     59091 | NS      | $619864.59    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aldel Financial II Inc.                                                                | Aldel Financial II Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     16176 | NS      | $8411.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Alchemy Investments Acquisition Corp 1                                                 | Alchemy Investments Acquisition Corp 1                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8682 | NS      | $919.42       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AON Public Limited Company                                                             | AON Public Limited Company                                                             | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      4332 | NS      | $1545484.32   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                                                   | Archimedes Tech Spac Partners II Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     31672 | NS      | $324004.56    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Archimedes Tech Spac Partners II Co.                                                   | Archimedes Tech Spac Partners II Co.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9367 | NS      | $3611.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Artius II Acquisition Inc.                                                             | Artius II Acquisition Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     51976 | NS      | $525997.12    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| A SPAC III Acquisition Corp.                                                           | A SPAC III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     10153 | NS      | $103560.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                                  | Axiom Intelligence Acquisition Corp 1                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8014 | NS      | $80941.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Acquisition Corp. II                                                            | Armada Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11453 | NS      | $114873.59    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Armada Acquisition Corp. II                                                            | Armada Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     40539 | NS      | $412687.02    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp. II                                                        | Roman DBDR Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6553 | NS      | $3276.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Acquisition Corp. II                                                              | Ross Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       829 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                     | Seagate Technology Holdings Public Limited Company                                     | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Short            | EC               | CORP              | IE        |    -66036 | NS      | $-9530975.88  | -1.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Siddhi Acquisition Corp.                                                               | Siddhi Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     31308 | NS      | $316210.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SilverBox Corp IV                                                                      | SilverBox Corp IV                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15207 | NS      | $166668.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                                                             | Sizzle Acquisition Corp II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8032 | NS      | $80721.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sizzle Acquisition Corp II                                                             | Sizzle Acquisition Corp II                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     50363 | NS      | $512695.34    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Slam Corp.                                                                             | Slam Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2641 | NS      | $67.08        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Penguin Solutions, Inc.                                                                | Penguin Solutions, Inc.                                                                | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Short            | EC               | CORP              | KY        |    -72701 | NS      | $-1440206.81  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Soulpower Acquisition Corp                                                             | Soulpower Acquisition Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     61673 | NS      | $627831.14    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark I Acquisition Corp.                                                              | Spark I Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19850 | NS      | $216365.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Spark I Acquisition Corp.                                                              | Spark I Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9925 | NS      | $1900.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp. II                                                     | Spring Valley Acquisition Corp. II                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1794 | NS      | $235.91       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Spring Valley Acquisition Corp. II                                                     | Spring Valley Acquisition Corp. II                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3589 | NS      | $491.69       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SIM Acquisition Corp. I                                                                | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     76895 | NS      | $802014.85    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SIM Acquisition Corp. I                                                                | SIM Acquisition Corp. I                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23234 | NS      | $6273.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar V Capital Corp.                                                                | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9063 | NS      | $92714.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| A10 Networks, Inc.                                                                     | A10 Networks, Inc.                                                                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |    -20231 | NS      | $-391469.85   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Mexico, S.A.B. de C.V.                                                           | Grupo Mexico, S.A.B. de C.V.                                                           | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |     47157 | NS      | $284608.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard                                                                          | Pernod Ricard                                                                          | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |      7215 | NS      | $718549.39    | 0.08%             |  |  |  | No            | 2                  | On Loan: —       |
| Lenovo Group Limited                                                                   | Lenovo Group Limited                                                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Short            | EC               | CORP              | HK        |   -154900 | NS      | $-186446.64   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Flight Centre Travel Group Limited                                                     | Flight Centre Travel Group Limited                                                     | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Short            | EC               | CORP              | AU        |    -10908 | NS      | $-89567.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Stellar V Capital Corp.                                                                | Stellar V Capital Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4531 | NS      | $1002.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Global Acquisition I Corp.                                                      | Target Global Acquisition I Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5919 | NS      | $148.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hirose Electric Co., Ltd.                                                              | Hirose Electric Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3100 | NS      | $374522.75    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| LG Corp.                                                                               | LG Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     12853 | NS      | $757176.16    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Tavia Acquisition Corp                                                                 | Tavia Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     33712 | NS      | $346222.24    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tavia Acquisition Corp                                                                 | Tavia Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     19275 | NS      | $3180.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nintendo Co., Ltd.                                                                     | Nintendo Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     12554 | NS      | $1206932.48   | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| TE Connectivity Public Limited Company                                                 | TE Connectivity Public Limited Company                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     15365 | NS      | $2591614.55   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Ventures Acquisition III Corp                                                    | Texas Ventures Acquisition III Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     51043 | NS      | $524211.61    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                      | Vantage Specialty Chemicals, Inc.                                                      | CUSIP: 92210XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9644.60      | 0.00%             | 2026-10-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                                                      | Vantage Specialty Chemicals, Inc.                                                      | CUSIP: 92210XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49746 | PA      | $47977.58     | 0.01%             | 2026-10-26      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                                                            | Avaya, Inc.                                                                            | CUSIP: 05349UBN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305752 | PA      | $238049.02    | 0.03%             | 2028-08-01      | Floating      | 11.83%                | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                          | INEOS Quattro Holdings UK Ltd                                                          | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99246 | PA      | $92174.93     | 0.01%             | 2029-03-09      | Floating      | 8.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31423XMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6932833 | PA      | $539468.66    | 0.06%             | 2035-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31423YP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  10734379 | PA      | $568841.56    | 0.06%             | 2037-06-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31424UGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2262963 | PA      | $392543.56    | 0.04%             | 2052-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  15092053 | PA      | $819267.59    | 0.09%             | 2037-05-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Ferguson Enterprises Inc.                                                              | Ferguson Enterprises Inc.                                                              | CUSIP: 31488V107<br>LEI: 549300TPG2K2831LBC80 | Long             | EC               | CORP              | US        |      7128 | NS      | $1552122.00   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Five 2023-V1 Mortgage Trust                                                            | Five 2023-V1 Mortgage Trust                                                            | CUSIP: 337964AR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $381680.39    | 0.04%             | 2028-02-11      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Fisker Group Inc.                                                                      | Fisker Group Inc.                                                                      | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $8712.92      | 0.00%             | 2026-09-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Five9, Inc.                                                                            | Five9, Inc.                                                                            | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |    253000 | PA      | $220426.76    | 0.02%             | 2029-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Meridan Management Ltd                                                                 | Meridan Management Ltd                                                                 | CUSIP: 33835G205<br>LEI: 549300EXJV1RPGZNH608 | Long             | EC               | CORP              | VG        |     38376 | NS      | $0.04         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ford Motor Company                                                                     | Ford Motor Company                                                                     | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2824840.53   | 0.31%             | 2026-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                       | Fortune Brands Innovations, Inc.                                                       | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     10627 | NS      | $547077.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4257370 | PA      | $393649.17    | 0.04%             | 2070-11-20      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5181876 | PA      | $377900.75    | 0.04%             | 2070-09-20      | Variable      | 2.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4491885 | PA      | $226620.10    | 0.03%             | 2063-04-16      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2214423 | PA      | $334965.82    | 0.04%             | 2050-10-20      | Floating      | 1.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4362706 | PA      | $643683.29    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382LAW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2316965 | PA      | $344467.83    | 0.04%             | 2050-11-20      | Floating      | 1.87%                 | No            | 2                  | On Loan: No      |
| Integer Holdings Corporation                                                           | Integer Holdings Corporation                                                           | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440104.50    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| InterDigital, Inc.                                                                     | InterDigital, Inc.                                                                     | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Short            | EC               | CORP              | US        |     -6813 | NS      | $-1527678.99  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital, Inc.                                                                     | InterDigital, Inc.                                                                     | CUSIP: 45867GAD3<br>LEI: 529900HQAUTC3VI47G64 | Long             | DBT              | CORP              | US        |    528000 | PA      | $1546121.28   | 0.17%             | 2027-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    117000 | PA      | $122522.40    | 0.01%             | 2028-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Itron, Inc.                                                                            | Itron, Inc.                                                                            | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $664008.80    | 0.07%             | 2030-07-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                                    | JPMBB Commercial Mortgage Securities Trust 2015-C31                                    | CUSIP: 46590JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17492572 | PA      | $64054.30     | 0.01%             | 2048-11-18      | Variable      | 1.08%                 | No            | 2                  | On Loan: No      |
| JNL Government Money Market Fund                                                       | JNL Government Money Market Fund                                                       | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 202644296 | NS      | $202644295.60 | 22.41%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                    | JPMBB Commercial Mortgage Securities Trust 2014-C24                                    | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1408345 | PA      | $6699.78      | 0.00%             | 2047-11-18      | Variable      | 0.71%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Corp.                                 | J.P. Morgan Chase Commercial Mortgage Securities Corp.                                 | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114000 | PA      | $105034.29    | 0.01%             | 2032-05-06      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | CUSIP: 46651MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347000 | PA      | $250757.54    | 0.03%             | 2036-07-15      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                        | CUSIP: 46651MAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347000 | PA      | $3226.82      | 0.00%             | 2036-07-15      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Jol Air Limited                                                                        | Jol Air Limited                                                                        | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-CBDO         | CORP              | US        |    275136 | PA      | $271696.72    | 0.03%             | 2026-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JAMF Holding Corp.                                                                     | JAMF Holding Corp.                                                                     | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44001.02     | 0.00%             | 2026-09-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Jazz Investments I Limited                                                             | Jazz Investments I Limited                                                             | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2464037.84   | 0.27%             | 2026-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JD.com, Inc.                                                                           | JD.com, Inc.                                                                           | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | KY        |    -15623 | NS      | $-509934.72   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| JD.com, Inc.                                                                           | JD.com, Inc.                                                                           | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1352945.70   | 0.15%             | 2029-06-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Jefferies Financial Group Inc.                                                         | Jefferies Financial Group Inc.                                                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     20392 | NS      | $1115238.48   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corporation                                                            | JetBlue Airways Corporation                                                            | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Short            | DBT              | CORP              | US        |   -266000 | PA      | $-255251.21   | -0.03%            | 2026-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| JetBlue Airways Corporation                                                            | JetBlue Airways Corporation                                                            | CUSIP: 477143AQ4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88758.40     | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JBT Marel Corporation                                                                  | JBT Marel Corporation                                                                  | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    373000 | PA      | $370810.49    | 0.04%             | 2026-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                                   | Analog Devices, Inc.                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     12147 | NS      | $2891228.94   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Digital Corporation                                                            | Applied Digital Corporation                                                            | CUSIP: 038169207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -35875 | NS      | $-361261.25   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Astronics Corporation                                                                  | Astronics Corporation                                                                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Short            | EC               | CORP              | US        |    -24004 | NS      | $-803653.92   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Aurora Innovations Inc.                                                                | Aurora Innovations Inc.                                                                | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -28557 | NS      | $-149638.68   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis, Inc.                                                                       | Ziff Davis, Inc.                                                                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |      -888 | NS      | $-26879.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis, Inc.                                                                       | Ziff Davis, Inc.                                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    698000 | PA      | $659353.14    | 0.07%             | 2026-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ziff Davis, Inc.                                                                       | Ziff Davis, Inc.                                                                       | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    774000 | PA      | $720675.27    | 0.08%             | 2028-03-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Juniper Networks, Inc.                                                                 | Juniper Networks, Inc.                                                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     38127 | NS      | $1522411.11   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | Kinder Morgan, Inc.                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     22488 | NS      | $661147.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Naperville, LLC                                                            | Kite Realty Naperville, LLC                                                            | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2541 | NS      | $-57553.65    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group, L.P.                                                                | Kite Realty Group, L.P.                                                                | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106444.32    | 0.01%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                        | Kronos Acquisition Holdings Inc                                                        | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $118963.20    | 0.01%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Danimer Scientific, Inc.                                                               | Danimer Scientific, Inc.                                                               | CUSIP: 236272134<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |     56991 | NS      | $34.19        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corporation                                                                     | Deluxe Corporation                                                                     | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Short            | EC               | CORP              | US        |    -71183 | NS      | $-1132521.53  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                                                         | LCI Industries                                                                         | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    287000 | PA      | $277799.35    | 0.03%             | 2026-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| LCI Industries                                                                         | LCI Industries                                                                         | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1234505.13   | 0.14%             | 2030-03-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| LCI Industries                                                                         | LCI Industries                                                                         | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |     -6220 | NS      | $-567201.80   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| LCM XVII Limited Partnership                                                           | LCM XVII Limited Partnership                                                           | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $376169.00    | 0.04%             | 2031-10-15      | Floating      | 10.52%                | No            | 2                  | On Loan: No      |
| LPL Financial Holdings Inc.                                                            | LPL Financial Holdings Inc.                                                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     12329 | NS      | $4623005.13   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings, Inc.                                                                | Lantheus Holdings, Inc.                                                                | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1723826.99   | 0.19%             | 2027-12-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust 2006-5                                                           | Lehman Mortgage Trust 2006-5                                                           | CUSIP: 52520TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663206 | PA      | $226292.33    | 0.03%             | 2036-09-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                           | Lehman Mortgage Trust 2007-2                                                           | CUSIP: 52521DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10787982 | PA      | $1917537.89   | 0.21%             | 2037-03-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Lehman Mortgage Trust 2007-2                                                           | Lehman Mortgage Trust 2007-2                                                           | CUSIP: 52521DAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10870461 | PA      | $821748.15    | 0.09%             | 2037-03-25      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 530715AG6<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $149247.71    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DexCom, Inc.                                                                           | DexCom, Inc.                                                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -1585 | NS      | $-138354.65   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Dynavax Technologies Corporation                                                       | Dynavax Technologies Corporation                                                       | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Short            | EC               | CORP              | US        |    -18740 | NS      | $-185900.80   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 530715AL5<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3184000 | PA      | $286661.89    | 0.03%             | 2030-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1192356.88   | 0.13%             | 2028-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229AQ5<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $123492.52    | 0.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229AR3<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1633032.83   | 0.18%             | 2053-09-30      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| EchoStar Corporation                                                                   | EchoStar Corporation                                                                   | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     11278 | NS      | $312400.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Electriq Power Holdings, Inc.                                                          | Electriq Power Holdings, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4472 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LivaNova PLC                                                                           | LivaNova PLC                                                                           | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39612.30     | 0.00%             | 2029-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |    -27634 | NS      | $-2626888.04  | -0.29%            |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group, Inc.                                                             | Encore Capital Group, Inc.                                                             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Short            | EC               | CORP              | US        |    -26815 | NS      | $-1038008.65  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Endeavor Group Holdings, Inc.                                                          | Endeavor Group Holdings, Inc.                                                          | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288433 | NS      | $7931907.50   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Enphase Energy, Inc.                                                                   | Enphase Energy, Inc.                                                                   | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39286.94     | 0.00%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Eos Energy Enterprises, Inc.                                                           | Eos Energy Enterprises, Inc.                                                           | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13238 | NS      | $-67778.56    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   3047000 | PA      | $3575959.20   | 0.40%             | 2026-12-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    792000 | PA      | $813106.80    | 0.09%             | 2028-06-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc.                                                                 | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    486000 | PA      | $744323.58    | 0.08%             | 2029-12-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Marriott Vacations Worldwide Corporation                                               | Marriott Vacations Worldwide Corporation                                               | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    641000 | PA      | $598918.99    | 0.07%             | 2027-12-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Horizon Space Acquisition II Corp.                                                     | Horizon Space Acquisition II Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21004 | NS      | $215080.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Icon Public Limited Company                                                            | Icon Public Limited Company                                                            | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |      5244 | NS      | $762739.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Integrated Wellness Acquisition Corp                                                   | Integrated Wellness Acquisition Corp                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3000 | NS      | $36000.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Israel Acquisitions Corp.                                                              | Israel Acquisitions Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4842 | NS      | $1077.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                                                              | Jackson Acquisition Co II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     58355 | NS      | $601056.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Acquisition Co II                                                              | Jackson Acquisition Co II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     41855 | NS      | $11300.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR III Acquisition Corp.                                                              | GSR III Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    142647 | NS      | $1539161.13   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Jaws Mustang Acquisition Corp.                                                         | Jaws Mustang Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11567 | NS      | $347.01       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company                                            | Jazz Pharmaceuticals Public Limited Company                                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Short            | EC               | CORP              | IE        |     -3297 | NS      | $-349877.64   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Jena Acquisition Corp II                                                               | Jena Acquisition Corp II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18316 | NS      | $188288.48    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freightos Ltd                                                                          | Freightos Ltd                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2568 | NS      | $436.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JVSPAC Acquisition Corp                                                                | JVSPAC Acquisition Corp                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     15687 | NS      | $57100.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| K&F Growth Acquisition Corp II                                                         | K&F Growth Acquisition Corp II                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63324 | NS      | $644638.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| K&F Growth Acquisition Corp II                                                         | K&F Growth Acquisition Corp II                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11324 | NS      | $1415.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Keen Vision Acquisition Corporation                                                    | Keen Vision Acquisition Corporation                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26898 | NS      | $1452.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kochav Defense Acquisition Corp.                                                       | Kochav Defense Acquisition Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     52280 | NS      | $531949.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeshore Acquisition III Corp.                                                        | Lakeshore Acquisition III Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20105 | NS      | $204668.90    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Legato Merger Corp.                                                                    | Legato Merger Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25813 | NS      | $275682.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LightWave Acquisition Corp.                                                            | LightWave Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16035 | NS      | $161151.75    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group, Inc.                                                                      | Match Group, Inc.                                                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Short            | EC               | CORP              | US        |     -3836 | NS      | $-118494.04   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| MF1 2024-FL15 LLC                                                                      | MF1 2024-FL15 LLC                                                                      | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $349781.29    | 0.04%             | 2041-08-18      | Floating      | 8.35%                 | No            | 2                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: 58004K307<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | BM        |       416 | NS      | $4576.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: 58004K406<br>LEI: ZAKWBIG8QLOPMZ888610 | Long             | EC               | CORP              | BM        |      3406 | NS      | $37466.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| McLaren Finance PLC                                                                    | McLaren Finance PLC                                                                    | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2541864.07   | 0.28%             | 2026-08-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MeridianLink, Inc.                                                                     | MeridianLink, Inc.                                                                     | CUSIP: 58985J105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -45263 | NS      | $-734618.49   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Eos Energy Enterprises, Inc.                                                           | Eos Energy Enterprises, Inc.                                                           | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $106235.37    | 0.01%             | 2030-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ESH Acquisition Corp.                                                                  | ESH Acquisition Corp.                                                                  | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16260 | NS      | $1178.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group, Inc.                                                                    | Expedia Group, Inc.                                                                    | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Short            | EC               | CORP              | US        |      -832 | NS      | $-140341.76   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group, Inc.                                                                    | Expedia Group, Inc.                                                                    | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1649702.04   | 0.18%             | 2026-02-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Expeditors International of Washington, Inc.                                           | Expeditors International of Washington, Inc.                                           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6172 | NS      | $705151.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP, Inc.                                                                           | EZCORP, Inc.                                                                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |    -32244 | NS      | $-447546.72   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP, Inc.                                                                           | EZCORP, Inc.                                                                           | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    415000 | PA      | $593159.50    | 0.07%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                                   | Meta Platforms, Inc.                                                                   | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     42403 | NS      | $31297230.27  | 3.46%             |  |  |  | No            | 1                  | On Loan: No      |
| FARO Technologies, Inc.                                                                | FARO Technologies, Inc.                                                                | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Short            | EC               | CORP              | US        |     -6695 | NS      | $-294044.40   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Five9, Inc.                                                                            | Five9, Inc.                                                                            | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -803 | NS      | $-21263.44    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems, Inc.                                                            | Merit Medical Systems, Inc.                                                            | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |    312000 | PA      | $393151.20    | 0.04%             | 2029-02-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Meritage Homes Corporation                                                             | Meritage Homes Corporation                                                             | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Short            | EC               | CORP              | US        |      -130 | NS      | $-8706.10     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Company                                                                     | Ford Motor Company                                                                     | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |    -55948 | NS      | $-607035.80   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp.                                                                   | CUSIP: 349942102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |    -42246 | NS      | $-276288.84   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| fuboTV Inc.                                                                            | fuboTV Inc.                                                                            | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $239071.20    | 0.03%             | 2026-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Vitamin Oldco Holdings, Inc.                                                           | Vitamin Oldco Holdings, Inc.                                                           | CUSIP: 361ESC049<br>LEI: 529900KBRR0AMACIJU82 | Long             | EC               | CORP              | US        |      3463 | NS      | $173.15       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| GSAA Home Equity Trust 2007-9                                                          | GSAA Home Equity Trust 2007-9                                                          | CUSIP: 3622EEAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1553097 | PA      | $900588.09    | 0.10%             | 2037-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2010-C1                                                   | GS Mortgage Securities Trust 2010-C1                                                   | CUSIP: 36249KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199002 | PA      | $196931.85    | 0.02%             | 2043-08-10      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                                 | GS Mortgage Securities Trust 2014-GC26                                                 | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $87542.37     | 0.01%             | 2047-11-13      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| GMS Inc.                                                                               | GMS Inc.                                                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1300 | NS      | $141375.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corporation                                                             | Meritage Homes Corporation                                                             | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37711.09     | 0.00%             | 2028-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Mesa Laboratories, Inc.                                                                | Mesa Laboratories, Inc.                                                                | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |    670000 | PA      | $657489.09    | 0.07%             | 2025-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC28                                                 | GS Mortgage Securities Trust 2015-GC28                                                 | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    337028 | PA      | $329463.64    | 0.04%             | 2048-02-12      | Variable      | 4.42%                 | No            | 2                  | On Loan: No      |
| Gol Finance LLP                                                                        | Gol Finance LLP                                                                        | CUSIP: 36254VAN8<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | US        |    536040 | PA      | $515312.97    | 0.06%             | 2030-06-05      | Fixed         | 14.38%                | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                                  | GS Mortgage Securities Trust 2018-GS9                                                  | CUSIP: 36255NAA3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $790002.40    | 0.09%             | 2028-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust 2021-GSA3                                                 | GS Mortgage Securities Trust 2021-GSA3                                                 | CUSIP: 36263UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3608000 | PA      | $272940.15    | 0.03%             | 2054-12-17      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |    -78176 | NS      | $-1906712.64  | -0.21%            |  |  |  | No            | 1                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1157567.04   | 0.13%             | 2030-04-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GameStop Corp.                                                                         | GameStop Corp.                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2276551.20   | 0.25%             | 2032-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Getaround Operating, Inc.                                                              | Getaround Operating, Inc.                                                              | CUSIP: 37427G119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                     | MetroNet Infrastructure Issuer LLC                                                     | CUSIP: 59170DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $516063.65    | 0.06%             | 2028-02-20      | Fixed         | 8.01%                 | No            | 2                  | On Loan: No      |
| MicroStrategy Incorporated                                                             | MicroStrategy Incorporated                                                             | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     48000 | PA      | $132661.44    | 0.01%             | 2030-03-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Goal Acquisitions Corp.                                                                | Goal Acquisitions Corp.                                                                | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45463 | NS      | $454.63       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Limited                                                                      | Golar LNG Limited                                                                      | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | US        |    454000 | PA      | $465622.40    | 0.05%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| MicroStrategy Incorporated                                                             | MicroStrategy Incorporated                                                             | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    519000 | PA      | $1116789.39   | 0.12%             | 2032-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                      | Microchip Technology Incorporated                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1578214.41   | 0.17%             | 2030-06-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc.                                                                  | WEC Energy Group Inc.                                                                  | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    776000 | PA      | $872774.96    | 0.10%             | 2027-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -22118 | NS      | $-1131114.52  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Andretti Acquisition Corp. II                                                          | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     53694 | NS      | $557343.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corporation, The                                                              | Middleby Corporation, The                                                              | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1918099.26   | 0.21%             | 2025-09-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Andretti Acquisition Corp. II                                                          | Andretti Acquisition Corp. II                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9528 | NS      | $2382.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38378U7Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3240649 | PA      | $99642.52     | 0.01%             | 2042-01-20      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |  21041361 | PA      | $649020.79    | 0.07%             | 2071-05-20      | Variable      | 0.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5221384 | PA      | $389035.90    | 0.04%             | 2070-06-19      | Variable      | 1.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XJ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    166900 | PA      | $20461.50     | 0.00%             | 2048-07-20      | Floating      | 1.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XQ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2008175 | PA      | $77586.65     | 0.01%             | 2048-08-20      | Floating      | 0.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380XUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1328628 | PA      | $144690.80    | 0.02%             | 2048-07-20      | Floating      | 1.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38380YTQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1271484 | PA      | $144522.58    | 0.02%             | 2048-08-20      | Floating      | 1.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381ABH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1558358 | PA      | $178734.77    | 0.02%             | 2048-09-20      | Floating      | 1.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381BAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1410005 | PA      | $150245.09    | 0.02%             | 2048-12-20      | Floating      | 1.72%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381DHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   6743977 | PA      | $424830.09    | 0.05%             | 2063-02-16      | Variable      | 0.83%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   7386464 | PA      | $418080.54    | 0.05%             | 2064-01-16      | Variable      | 0.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381JZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   9687018 | PA      | $411770.91    | 0.05%             | 2063-09-16      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1460944 | PA      | $97521.80     | 0.01%             | 2065-04-16      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1978628 | PA      | $131046.15    | 0.01%             | 2065-10-16      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1677089 | PA      | $130800.49    | 0.01%             | 2066-03-16      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38381WQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1357933 | PA      | $159213.72    | 0.02%             | 2049-07-20      | Floating      | 1.67%                 | No            | 2                  | On Loan: No      |
| Ginnie Mae REMIC Trust 2019-085                                                        | Ginnie Mae REMIC Trust 2019-085                                                        | CUSIP: 38381XEM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3663444 | PA      | $566954.21    | 0.06%             | 2048-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382HD64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3608279 | PA      | $162711.00    | 0.02%             | 2050-08-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2879375 | PA      | $399168.62    | 0.04%             | 2050-08-20      | Floating      | 1.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382J4E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3990468 | PA      | $599320.08    | 0.07%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382JPV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   2382622 | PA      | $353558.69    | 0.04%             | 2050-09-20      | Floating      | 1.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382K5E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4220768 | PA      | $618091.31    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38382KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3501550 | PA      | $589657.92    | 0.07%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Greenbrier Companies, Inc. , The                                                       | Greenbrier Companies, Inc. , The                                                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |    -16699 | NS      | $-768988.95   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Groupon, Inc.                                                                          | Groupon, Inc.                                                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Short            | EC               | CORP              | US        |     -7320 | NS      | $-244854.00   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Guess ?, Inc.                                                                          | Guess ?, Inc.                                                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Short            | EC               | CORP              | US        |     -4719 | NS      | $-57052.71    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Operating Corporation                                                  | Gulfport Energy Operating Corporation                                                  | CUSIP: 402635502<br>LEI: 549300FJX18IDUFPHD40 | Long             | EC               | CORP              | US        |      1401 | NS      | $281839.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Operating Corporation                                                  | Gulfport Energy Operating Corporation                                                  | CUSIP: 402635601<br>LEI: 549300FJX18IDUFPHD40 | Long             | EP               | CORP              | US        |        11 | NS      | $4397.25      | 0.00%             | 2500-01-01      | Fixed         | 10.00%                | Yes           | 3                  | On Loan: No      |
| Home Depot, Inc. , The                                                                 | Home Depot, Inc. , The                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |    -13605 | NS      | $-4988137.20  | -0.55%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. , The                                                                 | Home Depot, Inc. , The                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6903 | NS      | $2530915.92   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc.                                                                  | Howmet Aerospace Inc.                                                                  | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |      2469 | NS      | $459554.97    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Impinj, Inc.                                                                           | Impinj, Inc.                                                                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Short            | EC               | CORP              | US        |     -2558 | NS      | $-284117.06   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc.                                                | International Flavors & Fragrances Inc.                                                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     22290 | NS      | $1639429.50   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| The Interpublic Group of Companies, Inc.                                               | The Interpublic Group of Companies, Inc.                                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    113758 | NS      | $2784795.84   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc.                                                                            | Intuit Inc.                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3841 | NS      | $3025286.83   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | Ionis Pharmaceuticals, Inc.                                                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |     -1210 | NS      | $-47807.10    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ClubCorp Holdings, Inc.                                                                | ClubCorp Holdings, Inc.                                                                | CUSIP: 18948TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29985.00     | 0.00%             | 2028-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Veritiv Corporation                                                                    | Veritiv Corporation                                                                    | CUSIP: 92338TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19912 | PA      | $19967.01     | 0.00%             | 2030-11-30      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                           | Aspire Bakeries Holdings LLC                                                           | CUSIP: 02106XAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4962 | PA      | $4970.06      | 0.00%             | 2030-12-16      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| Freeport LNG Investments, LLLP                                                         | Freeport LNG Investments, LLLP                                                         | CUSIP: 35670CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47856 | PA      | $47826.02     | 0.01%             | 2028-12-21      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                                                     | Wand NewCo 3, Inc.                                                                     | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91664 | PA      | $91195.15     | 0.01%             | 2031-01-30      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Iron Horse Acquisitions Corp.                                                          | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10812 | NS      | $109958.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Iron Horse Acquisitions Corp.                                                          | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10812 | NS      | $648.72       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HighTower Holdings LLC                                                                 | HighTower Holdings LLC                                                                 | CUSIP: 43117LAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $74750.25     | 0.01%             | 2032-01-16      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Corp.                                                      | Mavis Tire Express Services Corp.                                                      | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14962 | PA      | $14945.89     | 0.00%             | 2028-05-04      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Great Outdoors Group, LLC                                                              | Great Outdoors Group, LLC                                                              | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34432 | PA      | $34335.00     | 0.00%             | 2032-01-20      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Clearwater Analytics, LLC                                                              | Clearwater Analytics, LLC                                                              | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4993.75      | 0.00%             | 2032-02-10      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| Iron Horse Acquisitions Corp.                                                          | Iron Horse Acquisitions Corp.                                                          | CUSIP: 462837121<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10812 | NS      | $5371.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares S&P 500 Growth ETF                                                             | iShares S&P 500 Growth ETF                                                             | CUSIP: 464287309<br>LEI: 5493000860OXIC4B5K91 | Short            | EC               | RF                | US        |      -924 | NS      | $-101732.40   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS Energy Corporation                                                                 | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106053.00    | 0.01%             | 2028-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CSMC Trust 2017-PFHP                                                                   | CSMC Trust 2017-PFHP                                                                   | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190732 | PA      | $190689.50    | 0.02%             | 2030-12-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF                                          | iShares iBoxx $ High Yield Corporate Bond ETF                                          | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Short            | EC               | RF                | US        |    -15660 | NS      | $-1262979.00  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Itron, Inc.                                                                            | Itron, Inc.                                                                            | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |     -3237 | NS      | $-426086.31   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corporation                                                            | JetBlue Airways Corporation                                                            | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Short            | EC               | CORP              | US        |    -12226 | NS      | $-51715.98    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JBT Marel Corporation                                                                  | JBT Marel Corporation                                                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |      -576 | NS      | $-69269.76    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                               | CSAIL 2019-C16 Commercial Mortgage Trust                                               | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $321872.15    | 0.04%             | 2029-06-15      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| CSG Systems International, Inc.                                                        | CSG Systems International, Inc.                                                        | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    221000 | PA      | $250837.21    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KLA Corporation                                                                        | KLA Corporation                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Short            | EC               | CORP              | US        |     -5431 | NS      | $-4864763.94  | -0.54%            |  |  |  | No            | 1                  | On Loan: No      |
| Kellanova                                                                              | Kellanova                                                                              | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     88957 | NS      | $7074750.21   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL 2016-C5 Commercial Mortgage Trust                                                | CSAIL 2016-C5 Commercial Mortgage Trust                                                | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    344000 | PA      | $333715.81    | 0.04%             | 2025-11-18      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| CSMC 2021-B33                                                                          | CSMC 2021-B33                                                                          | CUSIP: 12658WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $279163.70    | 0.03%             | 2031-10-10      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                             | Lamb Weston Holdings, Inc.                                                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     29957 | NS      | $1553270.45   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Mara Holdings, Inc.                                                                    | Mara Holdings, Inc.                                                                    | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |     -3484 | NS      | $-54629.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International, Inc.                                                           | Marriott International, Inc.                                                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2576 | NS      | $703788.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corporation                                                                      | Masco Corporation                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               | CORP              | US        |    -22508 | NS      | $-1448614.88  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Canyon Capital CLO 2014-1 Ltd                                                          | Canyon Capital CLO 2014-1 Ltd                                                          | CUSIP: 13875LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $676288.20    | 0.07%             | 2031-01-30      | Floating      | 10.04%                | No            | 2                  | On Loan: No      |
| Canyon CLO 2020-1 Ltd                                                                  | Canyon CLO 2020-1 Ltd                                                                  | CUSIP: 13876LBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499768.00    | 0.06%             | 2034-07-15      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Capital Southwest Corporation                                                          | Capital Southwest Corporation                                                          | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98622.51     | 0.01%             | 2029-11-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Cent Clo 17 Limited                                                                    | Cent Clo 17 Limited                                                                    | CUSIP: 14308FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494660.50    | 0.05%             | 2031-04-30      | Floating      | 10.54%                | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                                                | OneDigital Borrower LLC                                                                | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69324 | PA      | $69128.88     | 0.01%             | 2031-07-02      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Ascend Learning, LLC                                                                   | Ascend Learning, LLC                                                                   | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94519 | PA      | $94460.29     | 0.01%             | 2028-12-11      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-2-R, Ltd.                                    | Carlyle Global Market Strategies CLO 2014-2-R, Ltd.                                    | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000644.00   | 0.11%             | 2031-05-15      | Floating      | 9.94%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO 2020-2, Ltd.                                                            | Carlyle US CLO 2020-2, Ltd.                                                            | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500493.50   | 0.17%             | 2035-01-25      | Floating      | 11.24%                | No            | 2                  | On Loan: No      |
| Carnival Corporation                                                                   | Carnival Corporation                                                                   | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $4439431.98   | 0.49%             | 2027-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cascade MH Asset Trust 2019-MH1                                                        | Cascade MH Asset Trust 2019-MH1                                                        | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $3839862.38   | 0.42%             | 2044-11-25      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                        | Castlelake Aircraft Securitization Trust 2018-1                                        | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1014653 | PA      | $619242.50    | 0.07%             | 2043-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Celsius Holdings, Inc.                                                                 | Celsius Holdings, Inc.                                                                 | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82327 | NS      | $3819149.53   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Dayforce, Inc.                                                                         | Dayforce, Inc.                                                                         | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2764504.64   | 0.31%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| ChampionX Corporation                                                                  | ChampionX Corporation                                                                  | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    176265 | NS      | $4378422.60   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems, Inc.                                                            | Merit Medical Systems, Inc.                                                            | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Short            | EC               | CORP              | US        |     -2683 | NS      | $-250806.84   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| MicroStrategy Incorporated                                                             | MicroStrategy Incorporated                                                             | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |     -2644 | NS      | $-1068784.12  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Former Charter Communications Parent, Inc.                                             | Former Charter Communications Parent, Inc.                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      3377 | NS      | $1380551.37   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Former Charter Communications Parent, Inc.                                             | Former Charter Communications Parent, Inc.                                             | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |     -2955 | NS      | $-1208033.55  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384GZ78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3687835 | PA      | $595850.10    | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ginnie Mae REMIC Trust 2024-025                                                        | Ginnie Mae REMIC Trust 2024-025                                                        | CUSIP: 38384JX58<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3119396 | PA      | $590324.77    | 0.07%             | 2051-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CDW Corp.                                                                              | CDW Corp.                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     12272 | NS      | $2191656.48   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CF 2019-CF2 Mortgage Trust                                                             | CF 2019-CF2 Mortgage Trust                                                             | CUSIP: 12528YAR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3079600 | PA      | $98130.84     | 0.01%             | 2052-11-18      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                      | Microchip Technology Incorporated                                                      | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |     -4968 | NS      | $-349598.16   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corporation, The                                                              | Middleby Corporation, The                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Short            | EC               | CORP              | US        |    -11245 | NS      | $-1619280.00  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Millerknoll, Inc.                                                                      | Millerknoll, Inc.                                                                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Short            | EC               | CORP              | US        |    -30371 | NS      | $-589804.82   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                                                            | Mirum Pharmaceuticals, Inc.                                                            | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |     -3393 | NS      | $-172669.77   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| AASET 2024-2 Ltd                                                                       | AASET 2024-2 Ltd                                                                       | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237096 | PA      | $242003.74    | 0.03%             | 2031-09-16      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| ACCO Brands Corporation                                                                | ACCO Brands Corporation                                                                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Short            | EC               | CORP              | US        |   -199720 | NS      | $-714997.60   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| ABRA Global Finance                                                                    | ABRA Global Finance                                                                    | CUSIP: 000852AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2626533 | PA      | $2413127.19   | 0.27%             | 2028-03-02      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ABRA Global Finance                                                                    | ABRA Global Finance                                                                    | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249690 | PA      | $188528.04    | 0.02%             | 2029-10-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                                              | ANI Pharmaceuticals, Inc.                                                              | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Short            | EC               | CORP              | US        |    -11977 | NS      | $-781499.25   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| ANI Pharmaceuticals, Inc.                                                              | ANI Pharmaceuticals, Inc.                                                              | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1419684.24   | 0.16%             | 2029-09-01      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| A10 Networks, Inc.                                                                     | A10 Networks, Inc.                                                                     | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |    702000 | PA      | $742133.34    | 0.08%             | 2030-04-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AST Spacemobile, Inc.                                                                  | AST Spacemobile, Inc.                                                                  | CUSIP: 00217D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8786 | NS      | $-410569.78   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| AST Spacemobile, Inc.                                                                  | AST Spacemobile, Inc.                                                                  | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $547244.50    | 0.06%             | 2032-03-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ABIOMED, Inc.                                                                          | ABIOMED, Inc.                                                                          | CUSIP: N/A<br>LEI: 5493001EZN4ZTB4Z5887       | Long             | EC               | CORP              | US        |      2237 | NS      | $3579.20      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1                           | ACE Securities Corp. Home Equity Loan Trust, Series 2006-CW1                           | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1681026 | PA      | $1384017.65   | 0.15%             | 2036-07-25      | Floating      | 2.92%                 | No            | 2                  | On Loan: No      |
| Avaya Holdings Corp.                                                                   | Avaya Holdings Corp.                                                                   | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     10259 | NS      | $74377.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| The AZEK Company Inc.                                                                  | The AZEK Company Inc.                                                                  | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70983 | NS      | $3857926.05   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BBCMS Trust 2018-CBM                                                                   | BBCMS Trust 2018-CBM                                                                   | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $346380.41    | 0.04%             | 2037-07-15      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                         | BBCMS Mortgage Trust 2024-5C27                                                         | CUSIP: 05555FAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $298428.45    | 0.03%             | 2057-07-17      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Baldwin Insurance Group, Inc. , The                                                    | Baldwin Insurance Group, Inc. , The                                                    | CUSIP: 05589G102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -23452 | NS      | $-1003980.12  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust 2025-ROIC                                                                     | BX Trust 2025-ROIC                                                                     | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196000.74    | 0.02%             | 2027-03-15      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| BSPRT 2021-FL7 Issuer, Ltd.                                                            | BSPRT 2021-FL7 Issuer, Ltd.                                                            | CUSIP: 05602CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $294388.71    | 0.03%             | 2038-12-15      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| BX Trust 2019-OC11                                                                     | BX Trust 2019-OC11                                                                     | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $230070.48    | 0.03%             | 2029-12-11      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| BX Trust 2021-MFM1                                                                     | BX Trust 2021-MFM1                                                                     | CUSIP: 05606GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $217834.58    | 0.02%             | 2036-06-16      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| BRSP Ltd                                                                               | BRSP Ltd                                                                               | CUSIP: 05613BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317000 | PA      | $314398.89    | 0.03%             | 2030-02-19      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Sauer Brands Inc                                                                       | Sauer Brands Inc                                                                       | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27414 | PA      | $27559.36     | 0.00%             | 2032-02-04      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Sauer Brands Inc                                                                       | Sauer Brands Inc                                                                       | CUSIP: 80536AAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2586 | PA      | $2599.94      | 0.00%             | 2032-02-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO 2022-3, Limited                                                | Bain Capital Credit CLO 2022-3, Limited                                                | CUSIP: 05684QAA2<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.06%             | 2035-07-17      | Floating      | 11.63%                | No            | 2                  | On Loan: No      |
| Bank 2019-BNK17                                                                        | Bank 2019-BNK17                                                                        | CUSIP: 065403AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1978000 | PA      | $85780.12     | 0.01%             | 2052-04-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation                                                                     | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |      -270 | NS      | $-8467.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Columbia Banking System, Inc.                                                          | Columbia Banking System, Inc.                                                          | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -5793 | NS      | $-135440.34   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CONMED Corporation                                                                     | CONMED Corporation                                                                     | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |     -1945 | NS      | $-101295.60   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Companies, Inc., The                                                            | Cooper Companies, Inc., The                                                            | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     25364 | NS      | $1804902.24   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners, LLC                                                          | Focus Financial Partners, LLC                                                          | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19952.60     | 0.00%             | 2031-09-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners, LLC                                                          | Focus Financial Partners, LLC                                                          | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74538 | PA      | $74361.07     | 0.01%             | 2031-09-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corporation                                                              | Liberty Media Corporation                                                              | CUSIP: 531229755<br>LEI: 549300ZKUTPIBZLWLL89 | Short            | EC               | CORP              | US        |      -855 | NS      | $-89347.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | Live Nation Entertainment, Inc.                                                        | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |     -8805 | NS      | $-1332020.40  | -0.15%            |  |  |  | No            | 1                  | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation                                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     23560 | NS      | $276358.80    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Triumph Financial, Inc.                                                                | Triumph Financial, Inc.                                                                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     52216 | NS      | $2877623.76   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Team Health Holdings, Inc.                                                             | Team Health Holdings, Inc.                                                             | CUSIP: 87817JAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54525 | PA      | $54175.95     | 0.01%             | 2027-03-02      | Floating      | 9.53%                 | No            | 2                  | On Loan: No      |
| Vornado Realty Trust                                                                   | Vornado Realty Trust                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12842 | NS      | $491078.08    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                        | Westinghouse Air Brake Technologies Corporation                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2510 | NS      | $525468.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies, Inc.                                                         | Watts Water Technologies, Inc.                                                         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     11655 | NS      | $2865847.95   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Company                                                                  | Wells Fargo & Company                                                                  | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     13618 | NS      | $1091074.16   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Parent Corp.                                                                     | Eagle Parent Corp.                                                                     | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91861 | PA      | $90922.65     | 0.01%             | 2029-03-17      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Eagle Parent Corp.                                                                     | Eagle Parent Corp.                                                                     | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8800 | PA      | $8710.61      | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384KHG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3999351 | PA      | $586465.23    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Werner Enterprises, Inc.                                                               | Werner Enterprises, Inc.                                                               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Short            | EC               | CORP              | US        |    -21614 | NS      | $-591359.04   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                                     | West Pharmaceutical Services, Inc.                                                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      6998 | NS      | $1531162.40   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Parent Corp.                                                                     | Eagle Parent Corp.                                                                     | CUSIP: 26972CAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8800 | PA      | $8710.61      | 0.00%             | 2029-03-17      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                              | Zayo Group Holdings, Inc.                                                              | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $23963.50     | 0.00%             | 2027-03-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Western Digital Corporation                                                            | Western Digital Corporation                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -65966 | NS      | $-4221164.34  | -0.47%            |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries, Inc.                                                             | Winnebago Industries, Inc.                                                             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Short            | EC               | CORP              | US        |     -2109 | NS      | $-61161.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Univision Communications Inc.                                                          | Univision Communications Inc.                                                          | CUSIP: 914908BD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49616 | PA      | $49203.06     | 0.01%             | 2029-06-10      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc.                                                                        | Sabre GLBL Inc.                                                                        | CUSIP: 78571YBJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $29700.00     | 0.00%             | 2028-06-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| QXO Inc                                                                                | QXO Inc                                                                                | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11333 | PA      | $11400.88     | 0.00%             | 2032-04-23      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Voyager Parent LLC                                                                     | Voyager Parent LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    120000 | PA      | $118633.20    | 0.01%             | 2032-05-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Grant Thornton Advisors LLC                                                            | Grant Thornton Advisors LLC                                                            | CUSIP: 38821UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40040.00     | 0.00%             | 2031-05-30      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                     | Whitewater Matterhorn Holdings LLC                                                     | CUSIP: 96618PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14978.10     | 0.00%             | 2032-05-12      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                                | American Airlines, Inc.                                                                | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45247.50     | 0.01%             | 2032-05-09      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Herc Holdings Inc                                                                      | Herc Holdings Inc                                                                      | CUSIP: 42705FAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10029.20     | 0.00%             | 2032-05-17      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Camelot U.S. Acquisition LLC                                                           | Camelot U.S. Acquisition LLC                                                           | CUSIP: L2000AAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40000.00     | 0.00%             | 2031-01-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Alera Group, Inc.                                                                      | Alera Group, Inc.                                                                      | CUSIP: 01451PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45123.75     | 0.00%             | 2032-05-21      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Flutter Financing B.V.                                                                 | Flutter Financing B.V.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $14981.25     | 0.00%             | 2032-05-22      | Floating      | 8.50%                 | No            | 2                  | On Loan: No      |
| GG Ferry Acquisition I Inc                                                             | GG Ferry Acquisition I Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46979 | PA      | $46098.31     | 0.01%             | 2032-06-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Moody's Corporation                                                                    | Moody's Corporation                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      8666 | NS      | $4346778.94   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                    | Solaris Energy Infrastructure, Inc.                                                    | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Short            | EC               | CORP              | US        |     -4502 | NS      | $-127361.58   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GG Ferry Acquisition I Inc                                                             | GG Ferry Acquisition I Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8021 | PA      | $7860.41      | 0.00%             | 2032-06-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                                                 | Colossus Acquireco LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110000 | PA      | $109202.50    | 0.01%             | 2032-06-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    540000 | PA      | $558910.80    | 0.06%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Cheesecake Factory Incorporated, The                                                   | Cheesecake Factory Incorporated, The                                                   | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1883916.54   | 0.21%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                       | Trucordia Insurance Holdings LLC                                                       | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50062.50     | 0.01%             | 2032-06-12      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Bausch Lomb Corp                                                                       | Bausch Lomb Corp                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95000 | PA      | $95059.85     | 0.01%             | 2030-12-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Fastly, Inc.                                                                           | Fastly, Inc.                                                                           | CUSIP: 31188VAC4<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40468.80     | 0.00%             | 2028-06-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BJP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3413748 | PA      | $393189.06    | 0.04%             | 2051-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Clas 2019-1 Limited                                                                    | Clas 2019-1 Limited                                                                    | CUSIP: 12563CAA5<br>LEI: 549300OROZU0B82MDO61 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $35500.00     | 0.00%             | 2039-04-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| CIFC Funding 2021-V Ltd                                                                | CIFC Funding 2021-V Ltd                                                                | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501159.00    | 0.06%             | 2038-01-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3494151 | PA      | $583254.47    | 0.06%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | CUSIP: 38385DG75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   6342061 | PA      | $943881.90    | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Beach Acquistion Bidco LLC                                                             | Beach Acquistion Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $25125.00     | 0.00%             | 2032-06-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                                 | Radiology Partners Inc                                                                 | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64431.25     | 0.01%             | 2032-06-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                                    | Solaris Energy Infrastructure, Inc.                                                    | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |    141000 | PA      | $189230.46    | 0.02%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO 37, Ltd.                                                               | Sound Point CLO 37, Ltd.                                                               | CUSIP: 83614CAJ6<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $443520.00    | 0.05%             | 2034-07-17      | Floating      | 10.99%                | No            | 2                  | On Loan: No      |
| Pagaya Technologies, Ltd.                                                              | Pagaya Technologies, Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | IL        |     -7852 | NS      | $-167404.64   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ASML Holding N.V.                                                                      | ASML Holding N.V.                                                                      | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Short            | EC               | CORP              | NL        |     -3752 | NS      | $-3006815.28  | -0.33%            |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors N.V.                                                                | NXP Semiconductors N.V.                                                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      4228 | NS      | $923775.72    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Lealand Reficar Term Loan                                                              | Lealand Reficar Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $3416.04      | 0.00%             | 2027-06-30      | Floating      | 12.06%                | No            | 2                  | On Loan: No      |
| Sound Point CLO XXXII Ltd                                                              | Sound Point CLO XXXII Ltd                                                              | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $452797.00    | 0.05%             | 2034-10-25      | Floating      | 11.24%                | No            | 2                  | On Loan: No      |
| Tevogen Bio Holdings Inc.                                                              | Tevogen Bio Holdings Inc.                                                              | CUSIP: 88165K119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $275.41       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canacol Energy Ltd.                                                                    | Canacol Energy Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | US        |    400000 | PA      | $141163.63    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Motor Company                                                                  | Hyundai Motor Company                                                                  | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Short            | EC               | CORP              | KR        |     -4013 | NS      | $-216501.35   | -0.02%            |  |  |  | Yes           | 2                  | On Loan: No      |
| Novo Nordisk A/S                                                                       | Novo Nordisk A/S                                                                       | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     58503 | NS      | $4037877.06   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                      | Oi S.A. - Em Recuperacao Judicial                                                      | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |      8910 | NS      | $1336.50      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Lenovo Group Limited                                                                   | Lenovo Group Limited                                                                   | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | DBT              | CORP              | US        |    261000 | PA      | $325140.75    | 0.04%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Maxeon Solar Technologies, Ltd.                                                        | Maxeon Solar Technologies, Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |     81000 | NS      | $0.08         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                       | Ping An Insurance (Group) Company of China, Ltd.                                       | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | DBT              | CORP              | US        |    800000 | PA      | $1017168.00   | 0.11%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BJRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3451012 | PA      | $576086.38    | 0.06%             | 2051-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  12024996 | PA      | $183535.11    | 0.02%             | 2031-11-25      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Osi Systems, Inc.                                                                      | Osi Systems, Inc.                                                                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |     -4125 | NS      | $-927547.50   | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line, Inc.                                                        | Old Dominion Freight Line, Inc.                                                        | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     13887 | NS      | $2253860.10   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ODP Corporation, The                                                                   | ODP Corporation, The                                                                   | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Short            | EC               | CORP              | US        |    -35953 | NS      | $-651827.89   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Trade Desk, Inc., The                                                                  | Trade Desk, Inc., The                                                                  | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     53436 | NS      | $3846857.64   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38385FQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   5016559 | PA      | $620816.19    | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Greenbrier Companies, Inc. , The                                                       | Greenbrier Companies, Inc. , The                                                       | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1705275.72   | 0.19%             | 2028-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Realreal, Inc. , The                                                                   | Realreal, Inc. , The                                                                   | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Short            | EC               | CORP              | US        |     -2393 | NS      | $-11462.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAM3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    780000 | PA      | $770273.40    | 0.09%             | 2025-10-01      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| On Semiconductor Corporation                                                           | On Semiconductor Corporation                                                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -21108 | NS      | $-1106270.28  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |   -269674 | NS      | $-143736.24   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1084121.00   | 0.12%             | 2027-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Wayfair Inc.                                                                           | Wayfair Inc.                                                                           | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    777000 | PA      | $1049913.48   | 0.12%             | 2028-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BKEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6825317 | PA      | $261469.70    | 0.03%             | 2051-01-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BLQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  34805000 | PA      | $258528.06    | 0.03%             | 2030-05-25      | Variable      | 0.26%                 | No            | 2                  | On Loan: No      |
| Ormat Technologies, Inc.                                                               | Ormat Technologies, Inc.                                                               | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |     -2846 | NS      | $-238380.96   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                           | Pacira Pharmaceuticals, Inc.                                                           | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |     -9891 | NS      | $-236394.90   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BQXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   5092616 | PA      | $562935.71    | 0.06%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BSAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    671135 | PA      | $105178.28    | 0.01%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4                                        | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                        | CUSIP: 94989XBL8<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $282221.82    | 0.03%             | 2025-11-18      | Variable      | 3.68%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                         | Wells Fargo Commercial Mortgage Trust 2024-C63                                         | CUSIP: 94990FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $296115.62    | 0.03%             | 2057-08-17      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AJR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2718547 | PA      | $279343.77    | 0.03%             | 2041-12-15      | Floating      | 1.48%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137ATC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128565 | PA      | $71222.28     | 0.01%             | 2042-08-15      | Floating      | 0.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AUQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77281 | PA      | $38262.09     | 0.00%             | 2042-10-15      | Floating      | 0.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AX2S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     92000 | PA      | $42379.91     | 0.00%             | 2042-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    321319 | PA      | $293702.78    | 0.03%             | 2033-01-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137BWNK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    119115 | PA      | $62326.20     | 0.01%             | 2042-12-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Groupon, Inc.                                                                          | Groupon, Inc.                                                                          | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |    441000 | PA      | $611186.31    | 0.07%             | 2027-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Groupon, Inc.                                                                          | Groupon, Inc.                                                                          | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Short            | DBT              | CORP              | US        |   -203000 | PA      | $-210943.39   | -0.02%            | 2030-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3052832 | PA      | $497076.41    | 0.05%             | 2050-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2317229 | PA      | $385321.30    | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Company                                                                  | Wells Fargo & Company                                                                  | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $439144.50    | 0.05%             | 2026-03-17      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                         | Wells Fargo Commercial Mortgage Trust 2018-C46                                         | CUSIP: 95001QAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $260823.00    | 0.03%             | 2028-08-17      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |     -7348 | NS      | $-509730.76   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Pershing Square SPARC Holdings, Ltd.                                                   | Pershing Square SPARC Holdings, Ltd.                                                   | CUSIP: 714920113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7729 | NS      | $2318.70      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Porch Group Inc                                                                        | Porch Group Inc                                                                        | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |     -5703 | NS      | $-67238.37    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corporation                                                            | Western Digital Corporation                                                            | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $5038565.00   | 0.56%             | 2028-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Willis Engine Structured Trust IV                                                      | Willis Engine Structured Trust IV                                                      | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    574221 | PA      | $565263.40    | 0.06%             | 2026-09-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Grove Collaborative Holdings, Inc.                                                     | Grove Collaborative Holdings, Inc.                                                     | CUSIP: 39957D110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $31.18        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |     -8087 | NS      | $-420847.48   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H1F76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3688544 | PA      | $632725.11    | 0.07%             | 2051-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H1N51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3491389 | PA      | $551021.10    | 0.06%             | 2051-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Winnebago Industries, Inc.                                                             | Winnebago Industries, Inc.                                                             | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    586000 | PA      | $504855.99    | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc.                                                                       | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |   -104196 | NS      | $-1199295.96  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H2V92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3312954 | PA      | $598164.04    | 0.07%             | 2050-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H4VE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   2027739 | PA      | $407858.46    | 0.05%             | 2051-07-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | Federal Home Loan Mortgage Corporation                                                 | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5507351 | PA      | $883446.85    | 0.10%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383TNP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   1325673 | PA      | $207112.14    | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3949768 | PA      | $576846.56    | 0.06%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                               | Government National Mortgage Association                                               | CUSIP: 38383V3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3713343 | PA      | $562754.59    | 0.06%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2613000 | PA      | $2363348.75   | 0.26%             | 2027-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Guardant Health, Inc.                                                                  | Guardant Health, Inc.                                                                  | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    194000 | PA      | $226132.22    | 0.03%             | 2031-02-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Hercules Capital, Inc.                                                                 | Hercules Capital, Inc.                                                                 | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135288.51    | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Hess Corporation                                                                       | Hess Corporation                                                                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      5388 | NS      | $746453.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                     | Hewlett Packard Enterprise Company                                                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    479000 | PA      | $477539.67    | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Company                                                     | Hewlett Packard Enterprise Company                                                     | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156283.49    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc.                                                                       | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $2013417.50   | 0.22%             | 2029-08-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Workiva Inc.                                                                           | Workiva Inc.                                                                           | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Short            | EC               | CORP              | US        |      -394 | NS      | $-26969.30    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hims & Hers Health, Inc.                                                               | Hims & Hers Health, Inc.                                                               | CUSIP: 433000AA4<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191118.96    | 0.02%             | 2030-05-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HPS Loan Management 2013-2, Ltd.                                                       | HPS Loan Management 2013-2, Ltd.                                                       | CUSIP: 44330FAA3<br>LEI: 549300BGJH0LJLGIUQ46 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999041.00    | 0.11%             | 2029-10-22      | Floating      | 11.13%                | No            | 2                  | On Loan: No      |
| Guess ?, Inc.                                                                          | Guess ?, Inc.                                                                          | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |    584000 | PA      | $550570.09    | 0.06%             | 2028-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Guidewire Software, Inc.                                                               | Guidewire Software, Inc.                                                               | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |     -1254 | NS      | $-295254.30   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| H World Group Limited                                                                  | H World Group Limited                                                                  | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |     -6501 | NS      | $-220513.92   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| H World Group Limited                                                                  | H World Group Limited                                                                  | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | US        |    480000 | PA      | $508051.20    | 0.06%             | 2026-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Guidewire Software, Inc.                                                               | Guidewire Software, Inc.                                                               | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    429000 | PA      | $502032.96    | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Guild Holdings Company                                                                 | Guild Holdings Company                                                                 | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6644 | NS      | $131351.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group FinanceCo 2, Inc.                                                          | Match Group FinanceCo 2, Inc.                                                          | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2237136.67   | 0.25%             | 2026-06-15      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Match Group FinanceCo 3, Inc.                                                          | Match Group FinanceCo 3, Inc.                                                          | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $996920.56    | 0.11%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| HGI CRE CLO 2021-FL1, Ltd.                                                             | HGI CRE CLO 2021-FL1, Ltd.                                                             | CUSIP: 40441LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $348814.83    | 0.04%             | 2036-06-19      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| H.I.G. RCP 2023-FL1, LLC                                                               | H.I.G. RCP 2023-FL1, LLC                                                               | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401189.44    | 0.04%             | 2038-09-21      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| iLearningEngines, Inc.                                                                 | iLearningEngines, Inc.                                                                 | CUSIP: 45175Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13614 | NS      | $0.01         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Immunocore Holdings PLC                                                                | Immunocore Holdings PLC                                                                | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Short            | EC               | CORP              | GB        |      -582 | NS      | $-18263.16    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corporation                                                                | Haemonetics Corporation                                                                | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38864.12     | 0.00%             | 2029-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                            | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Short            | EC               | CORP              | US        |     -6676 | NS      | $-347285.52   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Immunocore Holdings PLC                                                                | Immunocore Holdings PLC                                                                | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | US        |    146000 | PA      | $124889.42    | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Impinj, Inc.                                                                           | Impinj, Inc.                                                                           | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    456000 | PA      | $567674.40    | 0.06%             | 2027-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| Innoviva, Inc.                                                                         | Innoviva, Inc.                                                                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Short            | EC               | CORP              | US        |    -14879 | NS      | $-298919.11   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Innoviva, Inc.                                                                         | Innoviva, Inc.                                                                         | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |    912000 | PA      | $911698.13    | 0.10%             | 2028-03-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Inotiv, Inc.                                                                           | Inotiv, Inc.                                                                           | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Short            | EC               | CORP              | US        |    -42707 | NS      | $-77726.74    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Inotiv, Inc.                                                                           | Inotiv, Inc.                                                                           | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |    701000 | PA      | $165009.09    | 0.02%             | 2027-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Inhibrx, Inc.                                                                          | Inhibrx, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300VBKG2LTV1TLY22       | Long             | EC               | CORP              | US        |     10538 | NS      | $7903.50      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SSR Mining Inc.                                                                        | SSR Mining Inc.                                                                        | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Short            | EC               | CORP              | CA        |      -964 | NS      | $-12281.36    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corporation                                                                    | Semtech Corporation                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Short            | EC               | CORP              | US        |    -24367 | NS      | $-1099926.38  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack, Inc.                                                                      | Shake Shack, Inc.                                                                      | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               | CORP              | US        |      -343 | NS      | $-48225.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Company, The                                                          | Sherwin-Williams Company, The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |     -2792 | NS      | $-958661.12   | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc.                                                                | Sirius XM Holdings Inc.                                                                | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |    -16211 | NS      | $-372366.67   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                            | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1192873.11   | 0.13%             | 2027-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Halozyme Therapeutics, Inc.                                                            | Halozyme Therapeutics, Inc.                                                            | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114005.00    | 0.01%             | 2028-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Skechers U.S.A., Inc.                                                                  | Skechers U.S.A., Inc.                                                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     30100 | NS      | $1899310.00   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc.                                                                         | Snowflake Inc.                                                                         | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |    -19041 | NS      | $-4260804.57  | -0.47%            |  |  |  | No            | 1                  | On Loan: No      |
| Workiva Inc.                                                                           | Workiva Inc.                                                                           | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |    156000 | PA      | $145153.79    | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |    -17530 | NS      | $-592338.70   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    854000 | PA      | $868014.14    | 0.10%             | 2027-02-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Xometry, Inc.                                                                          | Xometry, Inc.                                                                          | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    778000 | PA      | $789343.24    | 0.09%             | 2030-06-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| The Southern Company                                                                   | The Southern Company                                                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |     -3503 | NS      | $-321680.49   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                                                      | Spirit AeroSystems Holdings, Inc.                                                      | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23680 | NS      | $903392.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings, Inc.                                                               | Yum China Holdings, Inc.                                                               | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     28310 | NS      | $1265740.10   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Zeo Energy Corp.                                                                       | Zeo Energy Corp.                                                                       | CUSIP: 98944F117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3464 | NS      | $221.35       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken Holding N.V.                                                                  | Heineken Holding N.V.                                                                  | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     24853 | NS      | $1851517.38   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| StorageVault Canada Inc.                                                               | StorageVault Canada Inc.                                                               | CUSIP: 86212H105<br>LEI: 549300873X4NMO0MB773 | Short            | EC               | CORP              | CA        |     -9984 | NS      | $-29986.83    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Block, Inc.                                                                            | Block, Inc.                                                                            | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     36840 | NS      | $2502541.20   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                        | Stichting Administratiekantoor Unigel Creditors                                        | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Hoshizaki Corporation                                                                  | Hoshizaki Corporation                                                                  | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |      6874 | NS      | $236866.08    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| CI Financial Corp.                                                                     | CI Financial Corp.                                                                     | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |    118963 | NS      | $2768450.50   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Sugar Inc.                                                                      | Rogers Sugar Inc.                                                                      | CUSIP: 77519R102<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |    -15206 | NS      | $-62532.48    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Glencore PLC                                                                           | Glencore PLC                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |    243850 | NS      | $950973.43    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                        | Stichting Administratiekantoor Unigel Creditors                                        | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Tandem Diabetes Care, Inc.                                                             | Tandem Diabetes Care, Inc.                                                             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Short            | EC               | CORP              | US        |     -9957 | NS      | $-185598.48   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| NEXON Co., Ltd.                                                                        | NEXON Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     27826 | NS      | $559740.79    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Pharming Group N.V.                                                                    | Pharming Group N.V.                                                                    | CUSIP: N/A<br>LEI: 724500DCJ9MPG74JEH91       | Short            | EC               | CORP              | NL        |   -169999 | NS      | $-181950.95   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Compagnie Financiere Richemont SA                                                      | Compagnie Financiere Richemont SA                                                      | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      4742 | NS      | $894789.06    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Orion Incorporation                                                                    | Orion Incorporation                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      4378 | NS      | $353161.30    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus N.V.                                                                            | Prosus N.V.                                                                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     24750 | NS      | $1387614.16   | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1449026.54   | 0.16%             | 2027-01-23      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Toll Brothers, Inc.                                                                    | Toll Brothers, Inc.                                                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |    -14262 | NS      | $-1627722.06  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc.                                                                           | Trimble Inc.                                                                           | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     20189 | NS      | $1533960.22   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies, Inc.                                                               | Tyler Technologies, Inc.                                                               | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Short            | EC               | CORP              | US        |     -2812 | NS      | $-1667066.08  | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| UGI Corporation                                                                        | UGI Corporation                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |    -30608 | NS      | $-1114743.36  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| UL Solutions Inc.                                                                      | UL Solutions Inc.                                                                      | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     30052 | NS      | $2189588.72   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour, Inc.                                                                     | Under Armour, Inc.                                                                     | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    209290 | NS      | $1429450.70   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| American Coastal Insurance Corporation                                                 | American Coastal Insurance Corporation                                                 | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Short            | EC               | CORP              | US        |    -53891 | NS      | $-599267.92   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc.                                                                 | Veeco Instruments Inc.                                                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Short            | EC               | CORP              | US        |    -24437 | NS      | $-496559.84   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc.                                                                   | Viavi Solutions Inc.                                                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Short            | EC               | CORP              | US        |      -398 | NS      | $-4007.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -30974 | NS      | $-491867.12   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | Vishay Intertechnology, Inc.                                                           | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1693211.97   | 0.19%             | 2030-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                               | WFRBS Commercial Mortgage Trust 2013-C14                                               | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     47708 | PA      | $45810.13     | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Vornado Realty L.P.                                                                    | Vornado Realty L.P.                                                                    | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108785.24    | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                           | Voya CLO Ltd                                                                           | CUSIP: 92917XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500479.50    | 0.06%             | 2032-07-20      | Floating      | 11.13%                | No            | 2                  | On Loan: No      |
| WEC Energy Group Inc.                                                                  | WEC Energy Group Inc.                                                                  | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |     -4779 | NS      | $-497971.80   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136A9F52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    811084 | PA      | $477865.78    | 0.05%             | 2042-11-25      | Floating      | 0.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B2XW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2010426 | PA      | $195496.00    | 0.02%             | 2048-08-25      | Floating      | 1.83%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  11790407 | PA      | $163662.64    | 0.02%             | 2029-02-25      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| Riverbed Holdings, Inc.                                                                | Riverbed Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7247 | NS      | $7.25         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| EVe Mobility Acquisition Corp                                                          | EVe Mobility Acquisition Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4281 | NS      | $171.67       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JDE Peet's N.V.                                                                        | JDE Peet's N.V.                                                                        | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     52334 | NS      | $1497640.47   | 0.17%             |  |  |  | No            | 2                  | On Loan: —       |
| StorageVault Canada Inc.                                                               | StorageVault Canada Inc.                                                               | CUSIP: 86212HAC9<br>LEI: 549300873X4NMO0MB773 | Long             | DBT              | CORP              | CA        |    754000 | PA      | $539579.95    | 0.06%             | 2028-03-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Azelis Group                                                                           | Azelis Group                                                                           | CUSIP: N/A<br>LEI: 699400M9RRMTV264FM70       | Long             | EC               | CORP              | BE        |     16808 | NS      | $268399.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: —       |
| AMS-Osram AG                                                                           | AMS-Osram AG                                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |    200000 | PA      | $221160.23    | 0.02%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Delivery Hero SE                                                                       | Delivery Hero SE                                                                       | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106899.02    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Tecta America Corp.                                                                    | Tecta America Corp.                                                                    | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $40037.60     | 0.00%             | 2032-02-12      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| LSF9 Atlantis Holdings, LLC                                                            | LSF9 Atlantis Holdings, LLC                                                            | CUSIP: 50226BAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24375 | PA      | $24344.53     | 0.00%             | 2029-03-29      | Floating      | 8.55%                 | No            | 2                  | On Loan: No      |
| Opal Bidco SAS                                                                         | Opal Bidco SAS                                                                         | CUSIP: F7000QAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $90309.60     | 0.01%             | 2032-03-01      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                        | Madison IAQ LLC                                                                        | CUSIP: 55759VAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $55116.05     | 0.01%             | 2032-03-26      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: N/A<br>LEI: 549300GGZHJ5Q1B18P93       | Short            | EC               | CORP              | NL        |    -15060 | NS      | $-833269.80   | -0.09%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Unigel Netherlands Holding Corporation B.V.                                            | Unigel Netherlands Holding Corporation B.V.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    262805 | PA      | $6415.59      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           | 2                  | On Loan: No      |
| WCM Partners Fund                                                                      | WCM Partners Fund                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  60000000 | NS      | $68184660.00  | 7.54%             |  |  |  | Yes           | N/A                | On Loan: No      |
| WCM Partners Fund                                                                      | WCM Partners Fund                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  22500000 | NS      | $24358477.50  | 2.69%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178243 | PA      | $154464.24    | 0.02%             | 2027-08-25      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261645 | PA      | $209276.26    | 0.02%             | 2028-08-25      | Variable      | 6.79%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162037 | PA      | $142516.66    | 0.02%             | 2026-03-25      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92320 | PA      | $82129.92     | 0.01%             | 2026-06-25      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2018-2                                          | Velocity Commercial Capital Loan Trust 2018-2                                          | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212947 | PA      | $181493.02    | 0.02%             | 2027-08-25      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-13ARX                                          | Morgan Stanley Mortgage Loan Trust 2006-13ARX                                          | CUSIP: 61750PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4038196 | PA      | $1149503.08   | 0.13%             | 2036-10-25      | Floating      | 0.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS11                                              | Morgan Stanley Capital I Trust 2016-UBS11                                              | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14155089 | PA      | $143202.78    | 0.02%             | 2049-08-17      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| Mr. Cooper Group Inc.                                                                  | Mr. Cooper Group Inc.                                                                  | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     25200 | NS      | $3760092.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas, Inc.                                                                           | Ventas, Inc.                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | EC               | CORP              | US        |     -1581 | NS      | $-99840.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty, Limited Partnership                                                     | Ventas Realty, Limited Partnership                                                     | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    109000 | PA      | $128261.39    | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Myers Park CLO, Ltd.                                                                   | Myers Park CLO, Ltd.                                                                   | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994706.00    | 0.11%             | 2030-10-21      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    883000 | PA      | $862549.72    | 0.10%             | 2027-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1661936.43   | 0.18%             | 2027-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCL Corporation Ltd.                                                                   | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43704.77     | 0.00%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| NOV Inc.                                                                               | NOV Inc.                                                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     41308 | NS      | $513458.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Atleos Corporation                                                                 | NCR Atleos Corporation                                                                 | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15846 | NS      | $452086.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc.                                                                    | Verint Systems Inc.                                                                    | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    822000 | PA      | $785508.13    | 0.09%             | 2026-04-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Verisk Analytics, Inc.                                                                 | Verisk Analytics, Inc.                                                                 | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     10987 | NS      | $3422450.50   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                      | Nationstar Mortgage Holdings Inc.                                                      | CUSIP: 63861CAD1<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608777.63    | 0.07%             | 2030-12-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                      | Nationstar Mortgage Holdings Inc.                                                      | CUSIP: 63861CAE9<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2162667.33   | 0.24%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| nCino OpCo, Inc.                                                                       | nCino OpCo, Inc.                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |    143982 | NS      | $4027176.54   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAA4<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | US        |    815000 | PA      | $1071725.00   | 0.12%             | 2029-06-05      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V.                                                                      | CUSIP: 63954QAC0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | US        |    291000 | PA      | $384617.61    | 0.04%             | 2031-06-05      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| NetApp, Inc.                                                                           | NetApp, Inc.                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -61712 | NS      | $-6575413.60  | -0.73%            |  |  |  | No            | 1                  | On Loan: No      |
| Netflix, Inc.                                                                          | Netflix, Inc.                                                                          | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     14715 | NS      | $19705297.95  | 2.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44, Ltd.                                            | Neuberger Berman Loan Advisers CLO 44, Ltd.                                            | CUSIP: 64134EAL8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490216.00    | 0.05%             | 2035-10-16      | Floating      | 9.41%                 | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                    | Vertex Pharmaceuticals Incorporated                                                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     20961 | NS      | $9331837.20   | 1.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex, Inc.                                                                           | Vertex, Inc.                                                                           | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |    -18201 | NS      | $-643132.34   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex, Inc.                                                                           | Vertex, Inc.                                                                           | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |    909000 | PA      | $1070147.52   | 0.12%             | 2029-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Viavi Solutions Inc.                                                                   | Viavi Solutions Inc.                                                                   | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20149.80     | 0.00%             | 2026-03-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42, Ltd.                                            | Neuberger Berman Loan Advisers CLO 42, Ltd.                                            | CUSIP: 64134QAQ0<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500711.50    | 0.06%             | 2037-01-21      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Vipshop (China) Co., Ltd                                                               | Vipshop (China) Co., Ltd                                                               | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |       816 | NS      | $12280.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc.                                                                              | Visa Inc.                                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     36878 | NS      | $13093533.90  | 1.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Milos CLO, Ltd.                                                                        | Milos CLO, Ltd.                                                                        | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493930.50    | 0.05%             | 2030-10-21      | Floating      | 10.68%                | No            | 2                  | On Loan: No      |
| Mirum Pharmaceuticals, Inc.                                                            | Mirum Pharmaceuticals, Inc.                                                            | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |    123000 | PA      | $218272.11    | 0.02%             | 2029-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mister Car Wash, Inc.                                                                  | Mister Car Wash, Inc.                                                                  | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -106718 | NS      | $-641375.18   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems, Inc.                                                                    | Mitek Systems, Inc.                                                                    | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1220305.66   | 0.13%             | 2026-02-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| MoneyGram International, Inc.                                                          | MoneyGram International, Inc.                                                          | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    268000 | PA      | $239851.59    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Monster Beverage 1990 Corporation                                                      | Monster Beverage 1990 Corporation                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    158905 | NS      | $9953809.20   | 1.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty, Inc.                                                        | Rexford Industrial Realty, Inc.                                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Short            | EC               | CORP              | US        |      -314 | NS      | $-11168.98    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty, L.P.                                                        | Rexford Industrial Realty, L.P.                                                        | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191266.93    | 0.02%             | 2027-03-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Rockland Park Limited                                                                  | Rockland Park Limited                                                                  | CUSIP: 77366PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501124.00    | 0.06%             | 2034-04-20      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| Rogers Sugar Inc.                                                                      | Rogers Sugar Inc.                                                                      | CUSIP: 77519RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    379000 | PA      | $289423.24    | 0.03%             | 2030-06-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Rubrik, Inc.                                                                           | Rubrik, Inc.                                                                           | CUSIP: 781154AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $302951.37    | 0.03%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.                                                    | Ryan Specialty Group Holdings, Inc.                                                    | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48941 | NS      | $3327498.59   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Residential Mortgage Trust 2021-2                                                   | SG Residential Mortgage Trust 2021-2                                                   | CUSIP: 78432YAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4191000 | PA      | $3056633.76   | 0.34%             | 2061-12-25      | Variable      | 3.95%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                | SMB Private Education Loan Trust 2021-A                                                | CUSIP: 78448YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       484 | PA      | $860258.90    | 0.10%             | 2053-01-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                                 | SPDR S&P 500 ETF Trust                                                                 | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |    -61062 | NS      | $-37727156.70 | -4.17%            |  |  |  | No            | 1                  | On Loan: No      |
| SPDR Portfolio S&P 500 Growth ETF                                                      | SPDR Portfolio S&P 500 Growth ETF                                                      | CUSIP: 78464A409<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |      -534 | NS      | $-50900.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc.                                                                        | SSR Mining Inc.                                                                        | CUSIP: 784730AB9<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50749.30     | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                    | STWD 2021-FL2, Ltd.                                                                    | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98792.45     | 0.01%             | 2038-04-16      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| STWD 2021-FL2, Ltd.                                                                    | STWD 2021-FL2, Ltd.                                                                    | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $295736.67    | 0.03%             | 2038-04-16      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| SoFi Professional Loan Program 2018-C Trust                                            | SoFi Professional Loan Program 2018-C Trust                                            | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $340722.70    | 0.04%             | 2048-01-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                       | Salesforce, Inc.                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     24307 | NS      | $6628275.83   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corporation, The                                                        | Charles Schwab Corporation, The                                                        | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32337.28     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corporation, The                                                        | Charles Schwab Corporation, The                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238532.14    | 0.03%             | 2500-12-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sea Limited                                                                            | Sea Limited                                                                            | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Short            | EC               | CORP              | KY        |    -31779 | NS      | $-5082733.26  | -0.56%            |  |  |  | No            | 1                  | On Loan: No      |
| Sea Limited                                                                            | Sea Limited                                                                            | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $5209313.72   | 0.58%             | 2025-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Sea Limited                                                                            | Sea Limited                                                                            | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79294.82     | 0.01%             | 2026-09-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                     | Seagate HDD Cayman                                                                     | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | US        |    408000 | PA      | $732188.64    | 0.08%             | 2028-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Semler Scientific, Inc.                                                                | Semler Scientific, Inc.                                                                | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Short            | EC               | CORP              | US        |      -219 | NS      | $-8484.06     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Semler Scientific, Inc.                                                                | Semler Scientific, Inc.                                                                | CUSIP: 81684MAA2<br>LEI: 549300ZHL16S29QTW485 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16671.02     | 0.00%             | 2030-08-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Semtech Corporation                                                                    | Semtech Corporation                                                                    | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1904304.64   | 0.21%             | 2027-11-01      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Shake Shack, Inc.                                                                      | Shake Shack, Inc.                                                                      | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     96000 | PA      | $102128.64    | 0.01%             | 2028-03-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| The Southern Company                                                                   | The Southern Company                                                                   | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    603000 | PA      | $662112.09    | 0.07%             | 2027-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Spotify USA Inc.                                                                       | Spotify USA Inc.                                                                       | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    894000 | PA      | $1352237.58   | 0.15%             | 2026-03-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Spruce Hill Mortgage Loan Trust 2020-SH1                                               | Spruce Hill Mortgage Loan Trust 2020-SH1                                               | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1140203.40   | 0.13%             | 2050-01-28      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                            | Block, Inc.                                                                            | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    399000 | PA      | $357156.47    | 0.04%             | 2027-11-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                             | Starwood Mortgage Residential Trust 2021-4                                             | CUSIP: 85573PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3767000 | PA      | $3125812.53   | 0.35%             | 2056-08-25      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                | Structured Adjustable Rate Mortgage Loan Trust 2005-3XS                                | CUSIP: 863579JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983412 | PA      | $889112.41    | 0.10%             | 2035-01-25      | Variable      | 5.27%                 | No            | 2                  | On Loan: No      |
| Summit Hotel Properties, Inc.                                                          | Summit Hotel Properties, Inc.                                                          | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1028996.18   | 0.11%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Sunbird Engine Finance Limited                                                         | Sunbird Engine Finance Limited                                                         | CUSIP: 86709LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28287 | PA      | $27720.93     | 0.00%             | 2027-02-15      | Fixed         | 6.78%                 | No            | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -28952 | NS      | $-1418937.52  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1010449.00   | 0.11%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAC8<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    941000 | PA      | $1095945.06   | 0.12%             | 2028-07-15      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Super Micro Computer, Inc.                                                             | Super Micro Computer, Inc.                                                             | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    779000 | PA      | $873220.05    | 0.10%             | 2030-06-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Tandem Diabetes Care, Inc.                                                             | Tandem Diabetes Care, Inc.                                                             | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    613000 | PA      | $591058.28    | 0.07%             | 2029-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Teladoc Health, Inc.                                                                   | Teladoc Health, Inc.                                                                   | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    192000 | PA      | $176017.92    | 0.02%             | 2027-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TeraWulf Inc.                                                                          | TeraWulf Inc.                                                                          | CUSIP: 88080T104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -4702 | NS      | $-20594.76    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TeraWulf Inc.                                                                          | TeraWulf Inc.                                                                          | CUSIP: 88080TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $41107.91     | 0.00%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Tesla Inc.                                                                             | Tesla Inc.                                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     33935 | NS      | $10779792.10  | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech, Inc.                                                                       | Tetra Tech, Inc.                                                                       | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |    -10530 | NS      | $-378658.80   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech, Inc.                                                                       | Tetra Tech, Inc.                                                                       | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |    655000 | PA      | $732322.75    | 0.08%             | 2028-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Realreal, Inc. , The                                                                   | Realreal, Inc. , The                                                                   | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $193100.75    | 0.02%             | 2028-03-01      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| THL Credit Wind River 2014-3 CLO Ltd                                                   | THL Credit Wind River 2014-3 CLO Ltd                                                   | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478382.00    | 0.05%             | 2031-10-22      | Floating      | 10.75%                | No            | 2                  | On Loan: No      |
| Wind River 2018-2 CLO Ltd.                                                             | Wind River 2018-2 CLO Ltd.                                                             | CUSIP: 88433LAA3<br>LEI: 254900CL04BC1Q11T078 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478809.00    | 0.05%             | 2030-07-15      | Floating      | 10.27%                | No            | 2                  | On Loan: No      |
| 360 Financial, Inc.                                                                    | 360 Financial, Inc.                                                                    | CUSIP: 88557W101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |     -2886 | NS      | $-125136.96   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| 360 Financial, Inc.                                                                    | 360 Financial, Inc.                                                                    | CUSIP: 88557WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $244955.24    | 0.03%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| TransMedics Group, Inc.                                                                | TransMedics Group, Inc.                                                                | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -8794 | NS      | $-1178483.94  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group, Inc.                                                                | TransMedics Group, Inc.                                                                | CUSIP: 89377MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $1551224.71   | 0.17%             | 2028-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                         | Transocean Inc                                                                         | CUSIP: 893830BW8<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    379000 | PA      | $401626.30    | 0.04%             | 2029-09-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      6190 | NS      | $86288.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |     -7402 | NS      | $-103183.88   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    584000 | PA      | $577737.18    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    388000 | PA      | $410286.72    | 0.05%             | 2028-05-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Zalatoris Acquisition Escrow                                                           | Zalatoris Acquisition Escrow                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12634 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TransUnion                                                                             | TransUnion                                                                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     44468 | NS      | $3913184.00   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics, Inc.                                                             | Travere Therapeutics, Inc.                                                             | CUSIP: 89422G107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -423 | NS      | $-6260.40     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Travere Therapeutics, Inc.                                                             | Travere Therapeutics, Inc.                                                             | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22637.26     | 0.00%             | 2029-03-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Tricon American Homes 2020-SFR1 Trust                                                  | Tricon American Homes 2020-SFR1 Trust                                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4966430.00   | 0.55%             | 2026-07-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Limited                                                                 | Trip.com Group Limited                                                                 | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Short            | EC               | CORP              | KY        |    -20658 | NS      | $-1211385.12  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Trip.com Group Limited                                                                 | Trip.com Group Limited                                                                 | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2302352.00   | 0.25%             | 2029-06-15      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Triumph Group, Inc.                                                                    | Triumph Group, Inc.                                                                    | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    604000 | PA      | $631188.88    | 0.07%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Tyler Technologies, Inc.                                                               | Tyler Technologies, Inc.                                                               | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $2020052.48   | 0.22%             | 2026-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| UGI Corporation                                                                        | UGI Corporation                                                                        | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1425454.26   | 0.16%             | 2028-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                                | Uber Technologies, Inc.                                                                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Short            | EC               | CORP              | US        |    -21655 | NS      | $-2020411.50  | -0.22%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc.                                                                            | Zoetis Inc.                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     11172 | NS      | $1742273.40   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Akouos, Inc.                                                                           | Akouos, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     14398 | NS      | $7199.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                       | Ping An Insurance (Group) Company of China, Ltd.                                       | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Short            | EC               | CORP              | CN        |   -117600 | NS      | $-749809.58   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Safran                                                                                 | Safran                                                                                 | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      5948 | NS      | $1937030.90   | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| Just Eat Takeaway.Com N.V.                                                             | Just Eat Takeaway.Com N.V.                                                             | CUSIP: N/A<br>LEI: 724500FVZIBSSQ7SHI95       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $926396.93    | 0.10%             | 2026-04-30      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Flight Centre Travel Group Limited                                                     | Flight Centre Travel Group Limited                                                     | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $256678.58    | 0.03%             | 2027-11-17      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Flight Centre Travel Group Limited                                                     | Flight Centre Travel Group Limited                                                     | CUSIP: N/A<br>LEI: 254900BGNUI78EKEJY68       | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1147649.42   | 0.13%             | 2028-11-01      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Eurofins Scientific SE                                                                 | Eurofins Scientific SE                                                                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |     14407 | NS      | $1025181.96   | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Berto Acquisition Corp.                                                                | Berto Acquisition Corp.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3449 | NS      | $37145.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BEST SPAC I Acquisition Corp.                                                          | BEST SPAC I Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      2288 | NS      | $22971.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bitdeer Technologies Group                                                             | Bitdeer Technologies Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | KY        |    -10189 | NS      | $-116969.72   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bleichroeder Acquisition Corp. I                                                       | Bleichroeder Acquisition Corp. I                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     72707 | NS      | $751063.31    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Acquisition Corp                                                                  | Blue Acquisition Corp                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9151 | NS      | $91876.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blue Water Acquisition Corp. III                                                       | Blue Water Acquisition Corp. III                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22890 | NS      | $229014.45    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| YHN Acquisition I Ltd                                                                  | YHN Acquisition I Ltd                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     19019 | NS      | $196466.27    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal Redwood Acquisition Corp.                                                          | Cal Redwood Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6858 | NS      | $70363.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Equity Partners III, Inc.                                                       | Cantor Equity Partners III, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2291 | NS      | $24170.05     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corporation II                                                        | Cartesian Growth Corporation II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     30102 | NS      | $360019.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corporation II                                                        | Cartesian Growth Corporation II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3237 | NS      | $356.07       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corp III                                                              | Cartesian Growth Corp III                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11453 | NS      | $114530.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cartesian Growth Corp III                                                              | Cartesian Growth Corp III                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     36042 | NS      | $365105.46    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp.                                                               | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15819 | NS      | $163252.08    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Cayson Acquisition Corp.                                                               | Cayson Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6797 | NS      | $861.18       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Listco                                                                           | Capri Listco                                                                           | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | US        |     30652 | NS      | $0.03         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Centurion Acquisition Corp.                                                            | Centurion Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16617 | NS      | $175807.86    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chenghe Acquisition II Co.                                                             | Chenghe Acquisition II Co.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5186 | NS      | $46544.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ChampionsGate Acquisition Corp.                                                        | ChampionsGate Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2747 | NS      | $27936.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp IX                                                              | Churchill Capital Corp IX                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3570 | NS      | $37556.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Capital Corp X/Cayman                                                        | Churchill Capital Corp X/Cayman                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9149 | NS      | $94234.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Columbus Circle Capital Corp. I                                                        | Columbus Circle Capital Corp. I                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       572 | NS      | $6589.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Copley Acquisition Corp.                                                               | Copley Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4924 | NS      | $49584.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Copley Acquisition Corp.                                                               | Copley Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     38443 | NS      | $387121.01    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Harbor Acquisition Corp.                                                         | Crane Harbor Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     53540 | NS      | $554139.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Maywood Acquisition Corp.                                                              | Maywood Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24728 | NS      | $250494.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Melar Acquisition Corp. I                                                              | Melar Acquisition Corp. I                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21932 | NS      | $230286.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp.                                                        | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     53737 | NS      | $551341.62    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Mountain Lake Acquisition Corp.                                                        | Mountain Lake Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     38178 | NS      | $5348.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Energy Transition Corp.                                                         | Nabors Energy Transition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     72805 | NS      | $808135.50    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Newbury Street Acquisition Corporation                                                 | Newbury Street Acquisition Corporation                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32767 | NS      | $337172.43    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Newbury Street Acquisition Corporation                                                 | Newbury Street Acquisition Corporation                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9667 | NS      | $1840.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| New Providence Acquisition Corp. III                                                   | New Providence Acquisition Corp. III                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     58916 | NS      | $615672.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NewHold Investment Corp. III                                                           | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12929 | NS      | $131487.93    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NewHold Investment Corp. III                                                           | NewHold Investment Corp. III                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9483 | NS      | $97674.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                                                    | Norwegian Cruise Line Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | EC               | CORP              | BM        |    -25572 | NS      | $-518600.16   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                                          | Oxley Bridge Acquisition Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9163 | NS      | $91721.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oyster Enterprises II Acquisition Corp                                                 | Oyster Enterprises II Acquisition Corp                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     42866 | NS      | $433803.92    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Acquisition Corp. I                                                          | Perimeter Acquisition Corp. I                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6861 | NS      | $71834.67     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Acquisition I Corp                                                             | Pioneer Acquisition I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11448 | NS      | $114594.48    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Plum Acquisition Corp. IV                                                              | Plum Acquisition Corp. IV                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     63714 | NS      | $656254.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Procap Acquisition Corp.                                                               | Procap Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1107 | NS      | $11867.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quartzsea Acquisition Corp                                                             | Quartzsea Acquisition Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15843 | NS      | $159222.15    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Real Asset Acquisition Corp.                                                           | Real Asset Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11369 | NS      | $115509.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Digital Acquisition Co.                                                       | Republic Digital Acquisition Co.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3449 | NS      | $36490.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Roman DBDR Acquisition Corp. II                                                        | Roman DBDR Acquisition Corp. II                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13106 | NS      | $135122.86    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thayer Ventures Acquisition Corporation II                                             | Thayer Ventures Acquisition Corporation II                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12955 | NS      | $131752.35    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Acquisition Corp                                                                 | Titan Acquisition Corp                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     67493 | NS      | $687078.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp.                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     57960 | NS      | $601045.20    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Acquisition Corp.                                                              | Voyager Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7745 | NS      | $2168.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vine Hill Capital Investment Corp.                                                     | Vine Hill Capital Investment Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     51057 | NS      | $531503.37    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UY Scuti Acquisition Corp.                                                             | UY Scuti Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16153 | NS      | $164760.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Golar LNG Limited                                                                      | Golar LNG Limited                                                                      | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Short            | EC               | CORP              | BM        |     -4831 | NS      | $-198988.89   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Willow Lane Acquisition Corp.                                                          | Willow Lane Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     18827 | NS      | $192600.21    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Willow Lane Acquisition Corp.                                                          | Willow Lane Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6448 | NS      | $2321.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintergreen Acquisition Corp.                                                          | Wintergreen Acquisition Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       207 | NS      | $2086.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Yorkville Acquisition Corp.                                                            | Yorkville Acquisition Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6872 | NS      | $77310.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charlton Aria Acquisition Corp.                                                        | Charlton Aria Acquisition Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10335 | NS      | $106243.80    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zapp Electric Vehicles Group Limited                                                   | Zapp Electric Vehicles Group Limited                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6785 | NS      | $14.93        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wen Acquisition Corp.                                                                  | Wen Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     17591 | NS      | $186464.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transocean Ltd.                                                                        | Transocean Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Short            | EC               | CORP              | CH        |    -82240 | NS      | $-213001.60   | -0.02%            |  |  |  | Yes           | 1                  | On Loan: No      |
| Spotify Technology S.A.                                                                | Spotify Technology S.A.                                                                | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Short            | EC               | CORP              | LU        |     -1606 | NS      | $-1232348.04  | -0.14%            |  |  |  | No            | 1                  | On Loan: No      |
| Unigel Luxembourg SA                                                                   | Unigel Luxembourg SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     59871 | PA      | $47705.32     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| Unigel Luxembourg SA                                                                   | Unigel Luxembourg SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    209495 | PA      | $57644.74     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Cyxtera DC Holdings, Inc.                                                              | Cyxtera DC Holdings, Inc.                                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43316 | PA      | $702.59       | 0.00%             | 2026-05-01      | Floating      | 8.33%                 | No            | 3                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420841 | PA      | $210420.68    | 0.02%             | 2027-12-31      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5451 | PA      | $3415.77      | 0.00%             | 2027-06-30      | Floating      | 7.44%                 | No            | 3                  | On Loan: No      |
| Lealand Finance Company B.V.                                                           | Lealand Finance Company B.V.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    179591 | PA      | $123917.73    | 0.01%             | 2024-06-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Lealand Finance Company Bv                                                             | Lealand Finance Company Bv                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    351026 | PA      | $228166.58    | 0.03%             | 2027-06-30      | Floating      | 8.57%                 | No            | 3                  | On Loan: No      |
| Gainwell Acquisition Corp.                                                             | Gainwell Acquisition Corp.                                                             | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109169 | PA      | $104993.00    | 0.01%             | 2027-08-17      | Floating      | 8.40%                 | No            | 2                  | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.                                               | Travelport Finance (Luxembourg) S.a.r.l.                                               | CUSIP: L9308UAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60653 | PA      | $46513.90     | 0.01%             | 2028-09-29      | Floating      | 15.54%                | No            | 2                  | On Loan: No      |
| Constant Contact Inc                                                                   | Constant Contact Inc                                                                   | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360000 | PA      | $306450.00    | 0.03%             | 2029-02-10      | Floating      | 12.02%                | No            | 2                  | On Loan: No      |
| Arches Buyer Inc.                                                                      | Arches Buyer Inc.                                                                      | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24935 | PA      | $24601.10     | 0.00%             | 2027-12-06      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                            | DG Investment Intermediate Holdings 2, Inc.                                            | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94265 | PA      | $94170.24     | 0.01%             | 2028-03-31      | Floating      | 7.94%                 | No            | 2                  | On Loan: No      |
| Michaels Companies, Inc.                                                               | Michaels Companies, Inc.                                                               | CUSIP: 59408UAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $12540.60     | 0.00%             | 2028-04-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                            | Allied Universal Holdco LLC                                                            | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64483 | PA      | $64768.13     | 0.01%             | 2028-05-04      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                                                      | Polaris Newco LLC                                                                      | CUSIP: 73108RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99227 | PA      | $96594.32     | 0.01%             | 2028-06-03      | Floating      | 8.29%                 | No            | 2                  | On Loan: No      |
| ADMI Corp.                                                                             | ADMI Corp.                                                                             | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109175 | PA      | $103852.84    | 0.01%             | 2027-12-23      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| Aveanna Healthcare, LLC                                                                | Aveanna Healthcare, LLC                                                                | CUSIP: 05549DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104472 | PA      | $102039.77    | 0.01%             | 2028-07-17      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Cornerstone OnDemand, Inc.                                                             | Cornerstone OnDemand, Inc.                                                             | CUSIP: 86803YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32088 | PA      | $30032.41     | 0.00%             | 2026-09-08      | Floating      | 8.19%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc.                                                                      | DexKo Global Inc.                                                                      | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24808 | PA      | $23679.94     | 0.00%             | 2028-09-24      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| Chamberlain Group Inc                                                                  | Chamberlain Group Inc                                                                  | CUSIP: 15963CAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94267 | PA      | $94363.49     | 0.01%             | 2028-10-22      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp.                                                                | Astra Acquisition Corp.                                                                | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    404875 | PA      | $1182.24      | 0.00%             | 2029-10-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Vision Solutions, Inc.                                                                 | Vision Solutions, Inc.                                                                 | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32167 | PA      | $30437.73     | 0.00%             | 2028-04-24      | Floating      | 8.54%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment, LLC                                                            | Fertitta Entertainment, LLC                                                            | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64334 | PA      | $64221.15     | 0.01%             | 2029-01-13      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   8871246 | PA      | $96935.21     | 0.01%             | 2029-05-25      | Variable      | 0.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   7796452 | PA      | $134049.08    | 0.01%             | 2029-06-25      | Variable      | 0.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B6XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3396788 | PA      | $172819.08    | 0.02%             | 2031-02-25      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  24935796 | PA      | $118512.36    | 0.01%             | 2029-11-25      | Variable      | 0.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3433597 | PA      | $157862.71    | 0.02%             | 2031-03-25      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |  11735478 | PA      | $410173.75    | 0.05%             | 2032-07-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   9034969 | PA      | $62681.91     | 0.01%             | 2027-12-25      | Variable      | 0.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3394849 | PA      | $125530.31    | 0.01%             | 2030-09-25      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BB6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   5075565 | PA      | $262283.88    | 0.03%             | 2050-10-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   1961848 | PA      | $249489.05    | 0.03%             | 2050-08-25      | Floating      | 1.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   6727227 | PA      | $277243.17    | 0.03%             | 2050-11-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   4818215 | PA      | $206556.40    | 0.02%             | 2050-11-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BCYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3998988 | PA      | $643901.05    | 0.07%             | 2050-11-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2294531 | PA      | $393337.98    | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BFYG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3998833 | PA      | $661578.86    | 0.07%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association, Inc.                                            | Federal National Mortgage Association, Inc.                                            | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   3998289 | PA      | $519791.95    | 0.06%             | 2051-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Volato Group, Inc.                                                                     | Volato Group, Inc.                                                                     | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7828 | NS      | $199.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Psyence Biomedical Ltd.                                                                | Psyence Biomedical Ltd.                                                                | CUSIP: 74449F118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4024 | NS      | $81.28        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings, Inc.                                                                      | Q2 Holdings, Inc.                                                                      | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |    -11967 | NS      | $-1119991.53  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings, Inc.                                                                      | Q2 Holdings, Inc.                                                                      | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1817612.79   | 0.20%             | 2026-06-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                                           | Mitchell International, Inc.                                                           | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9797.50      | 0.00%             | 2032-06-07      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                                                    | White Cap Buyer LLC                                                                    | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $98803.50     | 0.01%             | 2029-10-19      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                    | Waterbridge Midstream Operating LLC                                                    | CUSIP: 94120XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59637 | PA      | $59243.08     | 0.01%             | 2029-06-22      | Floating      | 9.31%                 | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings Inc.                                                       | Kronos Acquisition Holdings Inc.                                                       | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9713 | PA      | $8666.42      | 0.00%             | 2031-06-27      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Ardonagh Group FinCo Pty Ltd                                                           | Ardonagh Group FinCo Pty Ltd                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60000 | PA      | $59475.00     | 0.01%             | 2031-02-28      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Company Inc.                                                              | Boxer Parent Company Inc.                                                              | CUSIP: 05988HAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55000 | PA      | $53384.65     | 0.01%             | 2032-07-06      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| Kenan Advantage Group, Inc.                                                            | Kenan Advantage Group, Inc.                                                            | CUSIP: 48853UBQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99248 | PA      | $97759.39     | 0.01%             | 2029-01-25      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                                 | LifePoint Health, Inc.                                                                 | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $98333.86     | 0.01%             | 2031-05-16      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                     | Alliant Holdings Intermediate, LLC                                                     | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99500 | PA      | $99510.95     | 0.01%             | 2031-09-12      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Golden State Food LLC                                                                  | Golden State Food LLC                                                                  | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $5006.04      | 0.00%             | 2031-10-07      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| PTC Therapeutics, Inc.                                                                 | PTC Therapeutics, Inc.                                                                 | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Short            | EC               | CORP              | US        |    -20985 | NS      | $-1024907.40  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics, Inc.                                                                 | PTC Therapeutics, Inc.                                                                 | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $2166410.33   | 0.24%             | 2026-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PRKCM 2022-AFC2 Trust                                                                  | PRKCM 2022-AFC2 Trust                                                                  | CUSIP: 69377TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1993001.00   | 0.22%             | 2026-08-25      | Variable      | 6.14%                 | No            | 2                  | On Loan: No      |
| Pacific Premier Bancorp, Inc.                                                          | Pacific Premier Bancorp, Inc.                                                          | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      6334 | NS      | $133584.06    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cube Industrials Buyer Inc                                                             | Cube Industrials Buyer Inc                                                             | CUSIP: 22971EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100406.00    | 0.01%             | 2031-10-09      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Crown Finance US, Inc.                                                                 | Crown Finance US, Inc.                                                                 | CUSIP: 22834KAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24875 | PA      | $24843.91     | 0.00%             | 2031-10-31      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                           | Pacira Pharmaceuticals, Inc.                                                           | CUSIP: 695127AF7<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1086671.30   | 0.12%             | 2025-08-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Pacira Pharmaceuticals, Inc.                                                           | Pacira Pharmaceuticals, Inc.                                                           | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |    680000 | PA      | $657185.32    | 0.07%             | 2029-05-15      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation, LLC                                                              | Air Comm Corporation, LLC                                                              | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27853 | PA      | $27957.72     | 0.00%             | 2031-11-21      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation, LLC                                                              | Air Comm Corporation, LLC                                                              | CUSIP: 82670NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22789 | PA      | $22874.49     | 0.00%             | 2031-11-21      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Pagaya Us Holding Company LLC                                                          | Pagaya Us Holding Company LLC                                                          | CUSIP: 69549FAA7<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |    122000 | PA      | $215195.80    | 0.02%             | 2029-10-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Pagerduty, Inc.                                                                        | Pagerduty, Inc.                                                                        | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Short            | EC               | CORP              | US        |     -1894 | NS      | $-28940.32    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pagerduty, Inc.                                                                        | Pagerduty, Inc.                                                                        | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113469.00    | 0.01%             | 2028-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AC7<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     94000 | PA      | $158764.12    | 0.02%             | 2026-04-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    483000 | PA      | $553305.48    | 0.06%             | 2027-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PAR Technology Corporation                                                             | PAR Technology Corporation                                                             | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    221000 | PA      | $218186.45    | 0.02%             | 2030-01-15      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -1812 | NS      | $-130047.24   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    311000 | PA      | $331348.73    | 0.04%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -401 | NS      | $-4005.99     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust                                                                | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1439231.95   | 0.16%             | 2026-12-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation, LLC                                                              | Air Comm Corporation, LLC                                                              | CUSIP: 82670NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4231 | PA      | $4246.64      | 0.00%             | 2031-11-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc.                                                                        | Sabre GLBL Inc.                                                                        | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9955.00      | 0.00%             | 2029-11-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |   -150671 | NS      | $-1045656.74  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    653000 | PA      | $625306.27    | 0.07%             | 2026-02-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                                              | Peloton Interactive, Inc.                                                              | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    795000 | PA      | $1458061.80   | 0.16%             | 2029-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.                                                 | Pershing Square Tontine Holdings, Ltd.                                                 | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     30920 | NS      | $0.04         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Cero Therapeutics Holdings, Inc.                                                       | Cero Therapeutics Holdings, Inc.                                                       | CUSIP: 71902K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $62.31        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corporation                                                                       | Pool Corporation                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |    -11357 | NS      | $-3310338.36  | -0.37%            |  |  |  | No            | 1                  | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                               | AI Aqua Merger Sub, Inc.                                                               | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99750 | PA      | $99543.52     | 0.01%             | 2028-07-31      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                                                            | Hexion Holdings Corporation                                                            | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109175 | PA      | $108879.14    | 0.01%             | 2029-03-15      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                                                          | MH Sub I, LLC                                                                          | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $30333.45     | 0.00%             | 2031-12-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Pool Corporation                                                                       | Pool Corporation                                                                       | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     11076 | NS      | $3228432.48   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Porch Group Inc                                                                        | Porch Group Inc                                                                        | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322340.04    | 0.04%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Primerica, Inc.                                                                        | Primerica, Inc.                                                                        | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     19285 | NS      | $5277725.95   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| ProAssurance Corporation                                                               | ProAssurance Corporation                                                               | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     88389 | NS      | $2017920.87   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corporation                                                          | Progress Software Corporation                                                          | CUSIP: 743312AB6<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    209000 | PA      | $249063.21    | 0.03%             | 2026-04-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Progress Software Corporation                                                          | Progress Software Corporation                                                          | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1598166.40   | 0.18%             | 2030-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PROS Holdings, Inc.                                                                    | PROS Holdings, Inc.                                                                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |    -29480 | NS      | $-461656.80   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| PROS Holdings, Inc.                                                                    | PROS Holdings, Inc.                                                                    | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |    244000 | PA      | $229387.82    | 0.03%             | 2027-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PROS Holdings, Inc.                                                                    | PROS Holdings, Inc.                                                                    | CUSIP: 74346YAK9<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1118569.46   | 0.12%             | 2030-07-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Q2 Holdings, Inc.                                                                      | Q2 Holdings, Inc.                                                                      | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1070499.37   | 0.12%             | 2025-11-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Quetta Acquisition Corporation                                                         | Quetta Acquisition Corporation                                                         | CUSIP: 74841A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $1571.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7, Inc.                                                                           | Rapid7, Inc.                                                                           | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115307.75    | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing 2021-FL7, LLC                                         | Ready Capital Mortgage Financing 2021-FL7, LLC                                         | CUSIP: 75575WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $296312.61    | 0.03%             | 2036-11-25      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Redfin Corporation                                                                     | Redfin Corporation                                                                     | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |   -349645 | NS      | $-3912527.55  | -0.43%            |  |  |  | No            | 1                  | On Loan: No      |
| Redfin Corporation                                                                     | Redfin Corporation                                                                     | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    194000 | PA      | $173630.00    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                        | Regeneron Pharmaceuticals, Inc.                                                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      8538 | NS      | $4482450.00   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corporation                                                                   | Repligen Corporation                                                                   | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    963000 | PA      | $957524.38    | 0.11%             | 2028-12-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Repay Holdings Corporation                                                             | Repay Holdings Corporation                                                             | CUSIP: 76029L100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3985 | NS      | $-19207.70    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corporation                                                             | Repay Holdings Corporation                                                             | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1859391.32   | 0.21%             | 2026-02-01      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Repay Holdings Corporation                                                             | Repay Holdings Corporation                                                             | CUSIP: 76029LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $120994.97    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Travere Therapeutics, Inc.                                                             | Travere Therapeutics, Inc.                                                             | CUSIP: 761299AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $600536.46    | 0.07%             | 2025-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Progress Software Corporation                                                          | Progress Software Corporation                                                          | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -16676 | NS      | $-1064595.84  | -0.12%            |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corporation                                                                   | Repligen Corporation                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |     -2462 | NS      | $-306223.56   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Rubrik, Inc.                                                                           | Rubrik, Inc.                                                                           | CUSIP: 781154109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1645 | NS      | $-147375.55   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Company                                                                | SEI Investments Company                                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     26158 | NS      | $2350557.88   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd                                                                               | Nice Ltd                                                                               | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | US        |    133000 | PA      | $131477.02    | 0.01%             | 2025-09-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4           | Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4           | CUSIP: 65535VSF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6636242 | PA      | $718932.65    | 0.08%             | 2036-02-25      | Floating      | 0.47%                 | No            | 2                  | On Loan: No      |
| Novartis AG                                                                            | Novartis AG                                                                            | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     51389 | NS      | $6218582.89   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |    -19730 | NS      | $-1508161.20  | -0.17%            |  |  |  | No            | 1                  | On Loan: No      |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1761577.68   | 0.19%             | 2027-10-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Nutanix, Inc.                                                                          | Nutanix, Inc.                                                                          | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    335000 | PA      | $377712.50    | 0.04%             | 2029-12-15      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| Osi Systems, Inc.                                                                      | Osi Systems, Inc.                                                                      | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1361576.16   | 0.15%             | 2029-08-01      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                      | Oi S.A. - Em Recuperacao Judicial                                                      | CUSIP: 67117EAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108558 | PA      | $70976.75     | 0.01%             | 2027-06-30      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                      | Oi S.A. - Em Recuperacao Judicial                                                      | CUSIP: 67117EAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232003 | PA      | $15178.63     | 0.00%             | 2028-12-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                  | Octagon Investment Partners XVI, Ltd.                                                  | CUSIP: 67590DAE6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $150.00       | 0.00%             | 2030-07-17      | Variable      | 2.59%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XVI, Ltd.                                                  | Octagon Investment Partners XVI, Ltd.                                                  | CUSIP: 67590DAG1<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $468896.00    | 0.05%             | 2030-07-17      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 40 Ltd.                                                    | Octagon Investment Partners 40 Ltd.                                                    | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $950244.00    | 0.11%             | 2035-01-20      | Floating      | 11.53%                | No            | 2                  | On Loan: No      |
| Octagon 57 Ltd                                                                         | Octagon 57 Ltd                                                                         | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1485511.50   | 0.16%             | 2034-10-16      | Floating      | 11.12%                | No            | 2                  | On Loan: No      |
| Okta, Inc.                                                                             | Okta, Inc.                                                                             | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1825823.30   | 0.20%             | 2025-09-01      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| Okta, Inc.                                                                             | Okta, Inc.                                                                             | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187120.83    | 0.02%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| On Semiconductor Corporation                                                           | On Semiconductor Corporation                                                           | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1480288.60   | 0.16%             | 2027-05-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| On Semiconductor Corporation                                                           | On Semiconductor Corporation                                                           | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1365287.42   | 0.15%             | 2029-03-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| 1345 Trust 2025-AOA                                                                    | 1345 Trust 2025-AOA                                                                    | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80250.00     | 0.01%             | 2027-06-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Open Doors Technology Inc.                                                             | Open Doors Technology Inc.                                                             | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |    481000 | PA      | $351060.74    | 0.04%             | 2030-05-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Operadora de Servicios Mega SA de CV SOFOM ER.                                         | Operadora de Servicios Mega SA de CV SOFOM ER.                                         | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $72000.00     | 0.01%             | 2025-12-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Oracle Corporation                                                                     | Oracle Corporation                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     72939 | NS      | $15946653.57  | 1.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies, Inc.                                                               | Ormat Technologies, Inc.                                                               | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    412000 | PA      | $450196.52    | 0.05%             | 2027-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFP 2024-11 Ltd                                                                        | PFP 2024-11 Ltd                                                                        | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292687 | PA      | $292684.17    | 0.03%             | 2039-09-19      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| Unigel Luxembourg SA                                                                   | Unigel Luxembourg SA                                                                   | CUSIP: 904752AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42629 | PA      | $33966.87     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| Unigel Luxembourg SA                                                                   | Unigel Luxembourg SA                                                                   | CUSIP: 904752AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48718 | PA      | $13405.27     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16900000 | PA      | $16882275.28  | 1.87%             | 2025-07-10      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17100000 | PA      | $16912919.16  | 1.87%             | 2025-10-02      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Short            | STIV             | UST               | US        |   -952000 | PA      | $-928048.92   | -0.10%            | 2026-02-19      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Short            | STIV             | UST               | US        | -29000000 | PA      | $-28976820.30 | -3.20%            | 2025-07-08      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1231000 | PA      | $1242540.63   | 0.14%             | 2030-03-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1075000 | PA      | $-1076950.16  | -0.12%            | 2027-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1407000 | PA      | $-1407087.66  | -0.16%            | 2027-04-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Treasury, United States Department of                                                  | Treasury, United States Department of                                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2814000 | PA      | $-2825987.92  | -0.31%            | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Unity Software Inc.                                                                    | Unity Software Inc.                                                                    | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |     -2677 | NS      | $-64783.40    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc.                                                                    | Unity Software Inc.                                                                    | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    825000 | PA      | $763128.30    | 0.08%             | 2026-11-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Unity Software Inc.                                                                    | Unity Software Inc.                                                                    | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138720.00    | 0.02%             | 2030-03-15      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Short            | EC               | CORP              | US        |    -27906 | NS      | $-1804960.08  | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1344495.41   | 0.15%             | 2026-08-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Upstart Holdings, Inc.                                                                 | Upstart Holdings, Inc.                                                                 | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $2298573.69   | 0.25%             | 2029-10-01      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Upstart Securitization Trust 2021-4                                                    | Upstart Securitization Trust 2021-4                                                    | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275041 | PA      | $272490.32    | 0.03%             | 2031-09-20      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| VOLT XCII, LLC                                                                         | VOLT XCII, LLC                                                                         | CUSIP: 91835MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510428 | PA      | $510143.19    | 0.06%             | 2051-02-27      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Vail Resorts, Inc.                                                                     | Vail Resorts, Inc.                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5694 | NS      | $894698.22    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                                                               | VanEck Semiconductor ETF                                                               | CUSIP: 92189F676<br>LEI: 549300ZLFKNTXC51ZN76 | Short            | EC               | RF                | US        |    -34980 | NS      | $-9755222.40  | -1.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc.                                                                 | Veeco Instruments Inc.                                                                 | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1277612.28   | 0.14%             | 2029-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2019-1                                          | Velocity Commercial Capital Loan Trust 2019-1                                          | CUSIP: 92257CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306870 | PA      | $260425.85    | 0.03%             | 2027-03-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| Drugs Made In America Acquisition Corp.                                                | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25066 | NS      | $255673.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Drugs Made In America Acquisition Corp.                                                | Drugs Made In America Acquisition Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25066 | NS      | $3130.74      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Acquisition Corp.                                                             | DT Cloud Acquisition Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2562 | NS      | $435.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Cloud Star Acquisition Corporation                                                  | DT Cloud Star Acquisition Corporation                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12924 | NS      | $134280.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dune Acquisition Corp. II                                                              | Dune Acquisition Corp. II                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32371 | NS      | $329213.07    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EGH Acquisition Corp.                                                                  | EGH Acquisition Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3429 | NS      | $34941.51     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dynamix Corporation                                                                    | Dynamix Corporation                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13979 | NS      | $142446.01    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Eureka Acquisition Corp.                                                               | Eureka Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13991 | NS      | $146485.77    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II Acquisition Corp.                                                              | FACT II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     54400 | NS      | $561952.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FACT II Acquisition Corp.                                                              | FACT II Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10594 | NS      | $2437.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Acquisition Corp II                                                               | Ares Acquisition Corp II                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     56996 | NS      | $645764.68    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FIGX Capital Acquisition Corp.                                                         | FIGX Capital Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3895 | NS      | $39008.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Future Vision II Acquisition Corp                                                      | Future Vision II Acquisition Corp                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19583 | NS      | $203859.03    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gesher Acquisition Corp. II                                                            | Gesher Acquisition Corp. II                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10912 | NS      | $111738.88    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GIBO Holdings Ltd.                                                                     | GIBO Holdings Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3123 | NS      | $84.32        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GigCapital7 Corp.                                                                      | GigCapital7 Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     28382 | NS      | $293753.70    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gores Holdings X, Inc.                                                                 | Gores Holdings X, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23565 | NS      | $244840.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| GP-Act III Acquisition Corp.                                                           | GP-Act III Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13012 | NS      | $137276.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Graf Global Corp.                                                                      | Graf Global Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8763 | NS      | $91660.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Graf Global Corp.                                                                      | Graf Global Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4376 | NS      | $1181.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCM II Acquisition Corp.                                                               | HCM II Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4574 | NS      | $50771.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Haymaker Acquisition Corp. IV                                                          | Haymaker Acquisition Corp. IV                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     11939 | NS      | $132522.90    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Space Acquisition I Corp.                                                      | Horizon Space Acquisition I Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     35629 | NS      | $432892.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LivaNova PLC                                                                           | LivaNova PLC                                                                           | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Short            | EC               | CORP              | GB        |      -325 | NS      | $-14631.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                            | Live Oak Acquisition Corp V                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9836 | NS      | $105245.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Oak Acquisition Corp V                                                            | Live Oak Acquisition Corp V                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4918 | NS      | $3442.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| McDermott International, Ltd.                                                          | McDermott International, Ltd.                                                          | CUSIP: N/A<br>LEI: ZAKWBIG8QLOPMZ888610       | Long             | EC               | CORP              | BM        |     30179 | NS      | $331969.00    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Launch Two Acquisition Corp.                                                           | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     47278 | NS      | $492636.76    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Launch Two Acquisition Corp.                                                           | Launch Two Acquisition Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5955 | NS      | $2382.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NEP Group, Inc.                                                                        | NEP Group, Inc.                                                                        | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60135 | PA      | $55286.47     | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                                                                 | DirecTV Financing, LLC                                                                 | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51019 | PA      | $50531.53     | 0.01%             | 2029-08-02      | Floating      | 9.79%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Limited                                                              | Titan Acquisition Limited                                                              | CUSIP: C8856UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109173 | PA      | $109386.91    | 0.01%             | 2029-02-01      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| Vestis Corporation                                                                     | Vestis Corporation                                                                     | CUSIP: 92550HAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $38250.00     | 0.00%             | 2031-02-18      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Cotiviti Corporation                                                                   | Cotiviti Corporation                                                                   | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94288 | PA      | $93757.60     | 0.01%             | 2031-02-21      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| Radiology Partners Inc                                                                 | Radiology Partners Inc                                                                 | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105687 | PA      | $105482.06    | 0.01%             | 2029-01-31      | Floating      | 9.59%                 | No            | 2                  | On Loan: No      |
| PUG LLC                                                                                | PUG LLC                                                                                | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99249 | PA      | $96106.23     | 0.01%             | 2030-03-12      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| MI Windows and Doors, LLC                                                              | MI Windows and Doors, LLC                                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44887 | PA      | $44940.07     | 0.00%             | 2031-03-21      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Mister Car Wash Holdings, Inc.                                                         | Mister Car Wash Holdings, Inc.                                                         | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87833 | PA      | $87923.95     | 0.01%             | 2031-03-21      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                               | Lumen Technologies, Inc.                                                               | CUSIP: 55024EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $986630.00    | 0.11%             | 2029-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                               | Lumen Technologies, Inc.                                                               | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1479615.00   | 0.16%             | 2030-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LC AHAB US Bidco LLC                                                                   | LC AHAB US Bidco LLC                                                                   | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49799 | PA      | $49706.25     | 0.01%             | 2031-04-14      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Waterbridge Midstream Operating LLC                                                    | Waterbridge Midstream Operating LLC                                                    | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94288 | PA      | $93914.12     | 0.01%             | 2029-05-07      | Floating      | 8.30%                 | No            | 2                  | On Loan: No      |
| Central Parent Inc.                                                                    | Central Parent Inc.                                                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55499 | PA      | $46208.48     | 0.01%             | 2029-07-06      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Broadstreet Partners, Inc.                                                             | Broadstreet Partners, Inc.                                                             | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85531 | PA      | $85614.42     | 0.01%             | 2031-05-10      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Broadstreet Partners, Inc.                                                             | Broadstreet Partners, Inc.                                                             | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8755 | PA      | $8763.68      | 0.00%             | 2031-05-10      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Staples, Inc.                                                                          | Staples, Inc.                                                                          | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24812 | PA      | $22845.12     | 0.00%             | 2029-08-22      | Floating      | 10.03%                | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                                    | LBM Acquisition LLC                                                                    | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4656.25      | 0.00%             | 2031-06-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                                    | LBM Acquisition LLC                                                                    | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99248 | PA      | $92424.80     | 0.01%             | 2031-06-06      | Floating      | 8.16%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Center, LLC                                                          | Edelman Financial Center, LLC                                                          | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50062.50     | 0.01%             | 2028-10-23      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| Mitchell International, Inc.                                                           | Mitchell International, Inc.                                                           | CUSIP: 60662WAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49625 | PA      | $49545.60     | 0.01%             | 2031-06-05      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| EG Group Limited                                                                       | EG Group Limited                                                                       | CUSIP: N2820EAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58552 | PA      | $58740.06     | 0.01%             | 2028-02-07      | Floating      | 8.58%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Center, LLC                                                          | Edelman Financial Center, LLC                                                          | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49750 | PA      | $49770.90     | 0.01%             | 2028-04-07      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                                        | CommScope, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15164.10     | 0.00%             | 2029-12-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CommScope, Inc.                                                                        | CommScope, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $50547.00     | 0.01%             | 2029-12-15      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| Tiger Acquisition, LLC                                                                 | Tiger Acquisition, LLC                                                                 | CUSIP: 88675UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93460 | PA      | $93638.28     | 0.01%             | 2028-06-01      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Jackson National Asset Management, LLC                                                 | JNL Government Money Market Fund - Class SL                                            | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     96138 | NS      | $96138.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | JAPANESE YEN                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | JP        |  25833600 | PA      | $-2274.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    122175 | PA      | $-2601.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    458669 | PA      | $-11379.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     14581 | PA      | $-246.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      5475 | PA      | $-192.10      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    232329 | PA      | $-3646.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |   2747725 | PA      | $-33465.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     54669 | PA      | $-1245.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    137815 | PA      | $-4155.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    944116 | PA      | $-23126.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     54114 | PA      | $-2235.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     46200 | PA      | $-273.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan                                                                            | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     20663 | PA      | $-158.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     19489 | PA      | $-596.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    159903 | PA      | $-4759.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |    202456 | PA      | $-1842.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     49940 | PA      | $-2917.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    177113 | PA      | $-6182.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    146078 | PA      | $-2422.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    112732 | PA      | $-6788.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      9865 | PA      | $-627.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     23361 | PA      | $-991.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    121323 | PA      | $-7641.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     22588 | PA      | $-1500.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    119105 | PA      | $-3719.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    136373 | PA      | $-828.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     55046 | PA      | $-1857.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     88770 | PA      | $-1913.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    176141 | PA      | $-11558.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | SWEDISH KRONA                                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | SE        |   9206011 | PA      | $14242.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    176639 | PA      | $-2111.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    256568 | PA      | $-5621.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    104900 | PA      | $-7105.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     22497 | PA      | $-1591.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     83114 | PA      | $-2409.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     68627 | PA      | $-381.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    228892 | PA      | $-17456.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    167100 | PA      | $-12603.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    131225 | PA      | $-5270.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     48345 | PA      | $-2874.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank                                                                      | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |   1774280 | PA      | $-39514.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | BRITISH POUND STERLING                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |    403446 | PA      | $8083.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     26814 | PA      | $-962.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    274349 | PA      | $-12627.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    110385 | PA      | $-1544.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    112520 | PA      | $-1705.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                                    | UNITED STATES DOLLAR                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      9978 | PA      | $-607.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        19 | NC      | $133.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        40 | NC      | $106.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -24 | NC      | $-19560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -16 | NC      | $-26080.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        36 | NC      | $180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        22 | NC      | $1628.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        20 | NC      | $600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |         8 | NC      | $1832.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        19 | NC      | $8.74         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        30 | NC      | $40483.26     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -48131 | PA      | $-0.04        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |    560770 | PA      | $-283692.98   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | RU        |     41476 | PA      | $-0.96        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY                                                                         | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | GB        |   -137620 | PA      | $-0.14        | -0.00%            |  |  |  | No            | 3                  | On Loan: No      |
| MORGAN STANLEY                                                                         | CONTRACT FOR DIFFERENCE                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DE               | CORP              | US        |     13705 | PA      | $-205986.14   | -0.02%            |  |  |  | No            | 3                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -168 | NC      | $-6552.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        20 | NC      | $5650.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | OPTION                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |        27 | NC      | $3240.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE AMERICAN                                                                          | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        39 | NC      | $39.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        48 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -48 | NC      | $-8640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                                            | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        48 | NC      | $15168.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                                                    | OPTION                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        10 | NC      | $2470.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        50 | NC      | $42167.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        66 | NC      | $287949.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                            | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     22643 | PA      | $16959.61     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                            | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      2308 | PA      | $-3254.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                          | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -27 | NC      | $-148559.94   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -10432 | PA      | $-7081.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -6027 | PA      | $-158905.86   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -2657 | PA      | $49765.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | AU        |    -13985 | PA      | $-92983.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     -1473 | PA      | $-6687.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    -40234 | PA      | $292200.32    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |   -129560 | PA      | $273371.60    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | JP        |     20269 | PA      | $17941.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    104240 | PA      | $-403408.80   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | NL        |     90399 | PA      | $89680.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS                                                                          | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | FR        |     46393 | PA      | $33954.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |   -104212 | PA      | $794095.44    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE & CO                                                                   | TOTAL RETURN SWAP                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | AU        |    -57939 | PA      | $-211121.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer