# EDGAR Filing Document

**Accession Number:** 0001593547
**File Stem:** 0001752724-23-050327
**Filing Date:** 2023-3
**Character Count:** 548301
**Document Hash:** 6f752d5191950d110f9a9afb4408ce36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050327.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050327

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Advisors' Inner Circle Fund III
- **CENTRAL INDEX KEY:** 0001593547
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22920
- **FILM NUMBER:** 23694297

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** (800) 342-5734

**MAIL ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### FS Multi-Strategy Alternatives Fund (Series ID: S000075444)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000234545 | Class I      | FSMSX           |
| C000234546 | Class A      | FSMMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ADVISORS' INNER CIRCLE III

- **b. Investment Company Act file number:** 811-22920

- **c. CIK number of Registrant:** 0001593547

- **d. LEI of Registrant:** 549300TG800HOPJVWT31

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8774463863

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

- **a. Name of Series:** FS Multi-Strategy Alternatives Fund

- **b. EDGAR series identifier (if any):** S000075444

- **c. LEI of Series:** 549300E0668BUMX3FG88

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1751676704.94

**Total Liabilities:** $1036382559.44

**Net Assets:** $715294145.50

**Cash Not Reported:** $132234717.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -388.30430120 | **1-Year:** -8500.96888497 | **5-Year:** -15590.50613071 | **10-Year:** -17028.98181868 | **30-Year:** -3511.20230081

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

- **3-Month:** -433.45543385 | **1-Year:** -14392.20994752 | **5-Year:** -20041.13150649 | **10-Year:** -7186.54031383 | **30-Year:** -405.61810108

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234545 | 0.19%                | 1.36%                | 1.85%                |
| Class ID C000234546 | -4.77%               | -3.82%               | -4.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1535463.29              | $-3779438.69                               |
| Month 2  | $-545077.08              | $5610924.16                                |
| Month 3  | $-2799184.14             | $4976262.64                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3565.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CAC40 10 EURO FUT Jan23                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |        -1 | NC      | $-69263.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-49531.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BANK OF AMERICA COLLATERAL BALANCE FS FUNDS                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2880000 | PA      | $2880000.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-70 WI                 | CUSIP: 38377WMN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11102347 | PA      | $534774.50    | 0.07%             | 2040-12-20      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                             | SHERWIN-WILLIAMS CO/THE COMMON STOCK                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     12697 | NS      | $3013379.01   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                                        | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $17835.40     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-102392.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP, INC.                                                                                   | CWT TRAVEL GROUP INC 144A 8.500000% 11/19/2026                          | CUSIP: 12670RAA2<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -588000 | PA      | $-496918.80   | -0.07%            | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CZK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1146.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $561.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-12749.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5133.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $27297.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                                                                 | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK                                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |      2968 | NS      | $916815.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                                                                    | SPECTRUM BRANDS INC 5.750000% 07/15/2025                                | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    352000 | PA      | $348016.85    | 0.05%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $60089.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-4632.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $13680.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7564.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $3871.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | TOPIX INDX FUTR   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -2 | NC      | $-288250.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-7887.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-2.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $710.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3916.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BIST 30 FUTURES   FEB23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | TR        |        22 | NC      | $73679.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $5.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | BAML Muti-Factor Commodity Basket TRS                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |     67289 | NC      | $-14305.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                    | EG GLOBAL FINANCE PLC 144A 6.750000% 02/07/2025                         | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | NUSS              | GB        |   3542000 | PA      | $3092272.26   | 0.43%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1986.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1537.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/3/2023                                      | CUSIP: LMAHD0203<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-58877.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3346.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-450.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12359.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-23 WI                 | CUSIP: 38383MNG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11477679 | PA      | $1892355.95   | 0.26%             | 2052-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $358.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1075.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4761.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $501.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | JP MORGAN COLLATERAL BALANCE FS FUNDS                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   4560000 | PA      | $4560000.00   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6588.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-11841.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-3779.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/1/2023                                      | CUSIP: LMAHD0201<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $117682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-1621.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $465.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | iBoxx USD Liquid High Yield Index TR TRS                                | CUSIP: TRS620563<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   2070000 | NC      | $56981.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | Goldman Sachs G2 Long Short Vol Index TRS                               | CUSIP: TGSVLR2B4<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    358597 | NC      | $1018416.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $430.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-7049.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | OMXS30 IND FUTURE JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SE        |         1 | NC      | $19569.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1766.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/22/2023                                   | CUSIP: LMZSD0222<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74487.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2207.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-3652.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $14469.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/10/2023                                       | CUSIP: LMCAD0210<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $418712.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/22/23                                     | CUSIP: LMZSD0322<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74347.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/7/2023                                      | CUSIP: LMAHD0307<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59251.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $1222.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | TOPIX INDX FUTR   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         1 | NC      | $144125.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $367.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                                                                        | METTLER-TOLEDO INTERNATIONAL COMMON STOCK                               | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      2321 | NS      | $3354889.45   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-15876.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $4213.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | EURO STOXX 50     MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $40516.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-61 IO                 | CUSIP: 38382EW86<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  20672989 | PA      | $4165915.25   | 0.58%             | 2050-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1328.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $95.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER, INC.                                                                                     | CP ATLAS BUYER INC 144A 7.000000% 12/01/2028                            | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    568000 | PA      | $421833.49    | 0.06%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-364.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $12923.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9947.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-761.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYACK PARK CLO, LTD.                                                                                     | NYACK PARK CLO LTD NYKPK 2021-1A E                                      | CUSIP: 67080QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $217178.50    | 0.03%             | 2034-10-20      | Floating      | 10.34%                | Yes           |                  2 | On Loan: No      |
| WATCHES OF SWITZERLAND GROUP PLC                                                                         | WATCHES OF SWITZERLAND GROUP COMMON STOCK                               | CUSIP: N/A<br>LEI: 2138008ZOT5K9PJW7168       | Long             | EC               |  | GB        |     89131 | NS      | $884133.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1166.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/16/2023                                       | CUSIP: LMCAD0216<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-418725.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-BOBL FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -20 | NC      | $-2478082.60  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | PLATINUM FUTURE   APR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $108290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                                                                               | NIKE INC -CL B COMMON STOCK                                             | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Short            | EC               |  | US        |      -826 | NS      | $-96650.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/24/2023                                   | CUSIP: LMZSD0224<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74475.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $226.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | BAML Short Upside Vol TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |    288242 | NC      | $405124.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| POOL CORPORATION                                                                                         | POOL CORP COMMON STOCK                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      4573 | NS      | $1382555.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $86.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $146.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                                                           | FX Forward Contract: ILS/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |         1 | NC      | $-2620.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAP-ON INCORPORATED                                                                                     | SNAP-ON INC COMMON STOCK                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               |  | US        |      -461 | NS      | $-105333.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT COMPANY INC.                                                                                | BOXER PARENT CO INC 144A 7.125000% 10/02/2025                           | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486255.77    | 0.07%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY, LP                                                                         | FIVE POINT OPERATING CO LP / FIVE POINT CAPITAL CO 7.875000% 11/15/2025 | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4495000 | PA      | $3778591.53   | 0.53%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                                 | SERVICE PROPERTIES TRUST 7.500000% 09/15/2025                           | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2381360.97   | 0.33%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                                                            | FX Forward Contract: TWD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |         1 | NC      | $-565.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-109.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Expensive Defensives TRS                                             | CUSIP: TGSCEDEF6<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |   6618575 | NC      | $-609553.82   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4736.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | YEN DENOM NIKKEI  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-98045.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2646.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $10.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/13/2023                                   | CUSIP: LMZSD0313<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74443.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-621.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | S&P 500 Dividend Futures Dec23 TRS                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |    118110 | NC      | $312991.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/14/2023                                     | CUSIP: LMAHD0214<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $117975.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/1/2023                                      | CUSIP: LMAHD0201<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-117682.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN GREETINGS CORPORATION                                                                           | AMERICAN GREETINGS CORP 144A 8.750000% 04/15/2025                       | CUSIP: 026375AR6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1626240.00   | 0.23%             | 2025-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                                       | FX Forward Contract: ZAR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |         1 | NC      | $-16.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-197.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MICRO, EUR/USD    MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-13442.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-691.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | S&P500 EMINI FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        36 | NC      | $6949800.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6935.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | Markit iBoxx USD Liquid Leveraged Loans Total Return Index TRS          | CUSIP: TRS620554<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |    914999 | NC      | $-29691.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $136.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $66.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/2/2023                                    | CUSIP: LMZSD0202<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74549.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/22/2023                                     | CUSIP: LMAHD0222<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59094.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $49.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $450.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $74231.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $436.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/16/2023                                   | CUSIP: LMZSD0216<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         3 | NC      | $223656.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $842.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3537.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $115464.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/8/2023                                        | CUSIP: LMCAD0208<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-418688.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | COTTON NO.2 FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-41685.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16322.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                                      | SHORT EURO-BTP FU MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -3 | NC      | $-337543.74   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $6242.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $15223.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BRENT CRUDE FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-429550.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                 | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -669 | NC      | $-72204960.94 | -10.09%           |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1795.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/28/23                                         | CUSIP: LMCAD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-209487.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-5191.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-129.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1891.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3767.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | KC HRW WHEAT FUT  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $44400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-571.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOYBEAN FUTURE    JAN23                                                                                  | SOYBEAN FUTURE    JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        67 | NC      | $5089487.50   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| THOMPSON PARK CLO, LTD                                                                                   | THOMPSON PARK CLO LTD TPRK 2021-1A E                                    | CUSIP: 884886AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $283410.08    | 0.04%             | 2034-04-15      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $11606.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225  (SGX) MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         5 | NC      | $495180.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-115.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $9007.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $461.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1415.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-884.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-12                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3201.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS, LLC                                                                           | US ACUTE CARE SOLUTIONS LLC 144A 6.375000% 03/01/2026                   | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2397818.49   | 0.34%             | 2026-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BRENT CRUDE FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $601370.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/3/2023                                    | CUSIP: LMZSD0203<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $149105.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | DEUTSCHE BANK COLLATERAL BALANCE FS FUNDS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1835000 | PA      | $1835000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $91.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Expensive Defensives TRS                                             | CUSIP: TGSCEDEF1<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |  22895653 | NC      | $-1688742.40  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/7/2023                                    | CUSIP: LMZSD0307<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74481.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $2917.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $624.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-2973.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID CORPORATION                                                                                     | RITE AID CORP 144A 7.500000% 07/01/2025                                 | CUSIP: 767754CK8<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    129000 | PA      | $84543.62     | 0.01%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4174.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-64.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/16/23                                         | CUSIP: LMCAD0316<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -3 | NC      | $-627881.25   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                             | UBS Front End Delta Hedged Risk Reversal Strategy TRS                   | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | N/A              | DE               |  | US        |    193596 | NC      | $-18488.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-971.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-701.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1406.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CRUDE PALM OIL FU MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -1 | NC      | $-23496.03    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $7421.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | JPM US Conviction Mean Reversion TRS                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |    122076 | NC      | $141547.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $-2130843.75  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1836.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-969.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FTSE/MIB IDX FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         3 | NC      | $380672.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3757.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | EURO STOXX BANK   Mar23                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1 | NC      | $-16551.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $13634.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $541.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                           | DRYDEN 83 CLO LTD DRSLF 2020-83A E                                      | CUSIP: 26246FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $645203.25    | 0.09%             | 2032-01-18      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                      | UBS COLLATERAL BALANCE FS FUNDS                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    660000 | PA      | $660000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $845.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $109.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $14066.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1114.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $500.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-1160.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $2439.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Index Fund                                                                          | ISHARES RUSSELL 1000 ETF MUTUAL FUND                                    | CUSIP: 464287622<br>LEI: N/A                  | Short            | EC               | RF                | US        |    -52650 | NS      | $-11083878.00 | -1.55%            |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $-96.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, INC.                                                                                           | JELD-WEN INC 144A 4.625000% 12/15/2025                                  | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1456902.00   | 0.20%             | 2025-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1390.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | LIVE CATTLE FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $315800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | ECX EMISSION      DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |         2 | NC      | $179770.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC.                                                                        | WASH MULTIFAMILY ACQUISITION INC 144A 5.750000% 04/15/2026              | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3202615.00   | 0.45%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $399.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS, INC.                                                                                     | EMPIRE RESORTS INC 144A 7.750000% 11/01/2026                            | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    122000 | PA      | $97867.18     | 0.01%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-1579.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC.                                                                         | KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODU 7.000000% 12/31/2027 | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1261000 | PA      | $1037172.50   | 0.14%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 03/01/2023                                       | CUSIP: LMPBD0301<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $57825.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $319.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5540.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISTAR INC.                                                                                               | ISTAR INC 4.250000% 08/01/2025                                          | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    825000 | PA      | $808437.75    | 0.11%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                            | ACRISURE LLC / ACRISURE FINANCE INC 144A 4.250000% 02/15/2029           | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2334270.62   | 0.33%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $159.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                                       | FX Forward Contract: ZAR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |         1 | NC      | $848.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $6254.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $6367.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FTSE/MIB IDX FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | IT        |         1 | NC      | $126890.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-485.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3MO EURO EURIBOR  DEC23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -1 | NC      | $-257964.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC.                                                                         | KRONOS ACQUISITION HOLDINGS INC / KIK CUSTOM PRODU 5.000000% 12/31/2026 | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2575000 | PA      | $2227375.00   | 0.31%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-86162.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1155.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/24/2023                                     | CUSIP: LMAHD0323<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59362.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/9/2023                                    | CUSIP: LMZSD0209<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74569.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                                           | Wilshire Equity Multi-Factor Long TRS                                   | CUSIP: TRBNPFRL9<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     27992 | NC      | $49058.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT MAR23                                                                                  | AUST 10Y BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  |  | AU        |         6 | NC      | $472571.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                                                       | GOODYEAR TIRE & RUBBER CO/THE 9.500000% 05/31/2025                      | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1808404.07   | 0.25%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                       | ORACLE CORP 3.600000% 04/01/2040                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366805.44    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 3/14/2023                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $751095.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW HOME COMPANY INC.                                                                                | NEW HOME CO INC/THE 144A 7.250000% 10/15/2025                           | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1326105.00   | 0.19%             | 2025-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-5781.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD.                                                                                        | VECTOR GROUP LTD 144A 5.750000% 02/01/2029                              | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1296254.70   | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        16 | NC      | $1796750.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-469.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1986.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | GASOLINE RBOB FUT FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-104088.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $2394.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                                                                               | L'OREAL COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               |  | FR        |      6169 | NS      | $2202954.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $3418.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8333.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/6/2023                                         | CUSIP: LMPBD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-115606.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/9/2023                                      | CUSIP: LMAHD0209<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $117975.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                    | EG GLOBAL FINANCE PLC 144A 8.500000% 10/30/2025                         | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | NUSS              | GB        |    448000 | PA      | $417367.22    | 0.06%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | LEAN HOGS FUTURE  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $175400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | CORN FUTURE       DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $61075.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $7372.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-3773.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MINI H-SHR IDX FU JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         1 | NC      | $8660.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3670.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-212 SA                | CUSIP: 38383LWM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  50000000 | PA      | $1926085.00   | 0.27%             | 2052-12-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5309.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $4018.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC.                                                                                | BOXER PARENT CO INC 144A 9.125000% 03/01/2026                           | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2404764.55   | 0.34%             | 2026-03-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | COCOA FUTURE - IC MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $24034.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWF ESCROW ISSUER CORPORATION                                                                            | SWF ESCROW ISSUER CORP 144A 6.500000% 10/01/2029                        | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $434587.50    | 0.06%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/20/2023                                   | CUSIP: LMZSD0320<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74362.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/13/2023                                       | CUSIP: LMCAD0313<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         3 | NC      | $628350.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3516.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2137.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $8030.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER, LLC                                                                               | OLYMPUS WATER US HOLDING CORP 144A 7.125000% 10/01/2027                 | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1668780.00   | 0.23%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | HSCEI FUTURES     JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -1 | NC      | $-43303.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | MSCI EAFE         MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $584820.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                                                                      | CHEESECAKE FACTORY INC/THE COMMON STOCK                                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               |  | US        |      -207 | NS      | $-6563.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                                                            | MIDCAP FINANCIAL ISSUER TRUST 144A 5.625000% 01/15/2030                 | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $493192.56    | 0.07%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JD.COM, INC.                                                                                             | JD.COM INC-ADR DEPOSITARY RECEIPT                                       | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               |  | CN        |     -8903 | NS      | $-499725.39   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $583.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $8283.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $-1472.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDS' END, INC.                                                                                         | LANDS' END INC COMMON STOCK                                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               |  | US        |     10393 | NS      | $78882.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SILVER FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-120200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2339.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MICRO EMIN RUS2000MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $17709.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $583.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                            | ACRISURE LLC / ACRISURE FINANCE INC 144A 7.000000% 11/15/2025           | CUSIP: 00489LAA1<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1539930.12   | 0.22%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE  MAR23                                                                                  | LONG GILT FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         2 | NC      | $241549.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P/TSX 60 IX FUT MAR23                                                                                  | S&P/TSX 60 IX FUT MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |        -2 | NC      | $-345613.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 1000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |   6436488 | NC      | $-163391.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                                      | HERSHEY CO/THE COMMON STOCK                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      3196 | NS      | $740097.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP, INC.                                                                                      | TRIUMPH GROUP INC 144A 8.875000% 06/01/2024                             | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2110295.00   | 0.30%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                                                                             | GROCERY OUTLET HOLDING CORP COMMON STOCK                                | CUSIP: 39874R101<br>LEI: N/A                  | Short            | EC               |  | US        |     -7586 | NS      | $-221435.34   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2653.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-642.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $319.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CRUDE PALM OIL FU MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        -2 | NC      | $-47377.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/PLN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-314.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-50754.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                                     | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 4.750000% 06/15/2029 | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2304000 | PA      | $1860157.44   | 0.26%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/10/2023                                   | CUSIP: LMZSD0210<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74572.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                        | Barclays Equity IDME US Strategy TRS                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |     20430 | NC      | $-3985.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                                             | COSTCO WHOLESALE CORP COMMON STOCK                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |      5753 | NS      | $2626244.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/7/2023                                    | CUSIP: LMZSD0307<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74481.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $2254.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd.                                                                                       | FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTO 9.750000% 08/01/2027 | CUSIP: 34960PAC5<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    561000 | PA      | $562402.52    | 0.08%             | 2027-08-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $5902.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $1315.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                           | Wilshire Equity Multi-Factor Short TRS                                  | CUSIP: TRBNPFRS1<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |  38203020 | NC      | $1753840.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        35 | NC      | $785568.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-244598.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BANK OF AMERICA COLLATERAL BALANCE FS FUNDS                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1540000 | PA      | $1540000.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1601.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $976.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | WTI CRUDE FUTURE  DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $-231930.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-64.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $8015.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4738.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-7761.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-1809.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1074.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $15356.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-9466.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $2086.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN FUTURE    MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-381000.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                                                                              | INTUIT INC COMMON STOCK                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |      1629 | NS      | $634039.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $132.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-112296.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $949.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-3549.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-5182.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-164.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1180.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANAHER CORPORATION                                                                                      | DANAHER CORP COMMON STOCK                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               |  | US        |      6464 | NS      | $1715674.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $10452.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEI INVESTMENTS COMPANY                                                                                  | SEI INVESTMENTS COMPANY COMMON STOCK                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Short            | EC               |  | US        |      -756 | NS      | $-44074.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | AMSTERDAM IDX FUT JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |         3 | NC      | $442939.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | iBoxx USD Liquid High Yield Index TR TRS                                | CUSIP: TRS620562<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   4999998 | NC      | $71240.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RWT HOLDINGS, INC.                                                                                       | RWT HOLDINGS INC 5.750000% 10/01/2025                                   | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |    338000 | PA      | $283497.50    | 0.04%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-31                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $1755.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $548.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6629.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/7/2023                                        | CUSIP: LMCAD0307<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-209487.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4036.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-479.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/10/23                                       | CUSIP: LMAHD0210<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $117975.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $282.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1039.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $612.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225  (SGX) MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -2 | NC      | $-198072.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CITGO HOLDING, INC.                                                                                      | CITGO HOLDING INC 144A 9.250000% 08/01/2024                             | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1743930.43   | 0.24%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $4207.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6101.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/23/23                                     | CUSIP: LMZSD0223<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74481.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-5880.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                                                  | BAIN CAPITAL CREDIT CLO 2019-3 LTD BCC 2019-3A ER                       | CUSIP: 05683UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $599976.30    | 0.08%             | 2034-10-21      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $67102.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/28/2023                                     | CUSIP: LMAHD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $118333.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CD&R SMOKEY BUYER, INC.                                                                                  | CD&R SMOKEY BUYER INC 144A 6.750000% 07/15/2025                         | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1519730.52   | 0.21%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3923.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/21/2023                                     | CUSIP: LMAHD0221<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59077.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $693.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TWD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $424.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | Markit iBoxx USD Liquid Leveraged Loans Total Return Index TRS          | CUSIP: TRS620552<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   4874999 | NC      | $-123874.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                                         | FX Forward Contract: SGD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $9461.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/22/2023                                        | CUSIP: LMPBD0322<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-114775.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3633.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                                                                   | CHOCOLADEFABRIKEN LINDT-PC COMMON STOCK                                 | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               |  | CH        |        46 | NS      | $469128.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $1360.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1369.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                                    | STARBUCKS CORP COMMON STOCK                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               |  | US        |     -7782 | NS      | $-771974.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3600.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | S&P 500 Dividend Futures Dec23 TRS                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |    240000 | NC      | $816000.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/14/2023                                     | CUSIP: LMAHD0214<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-117975.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | WTI CRUDE FUTURE  DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $77310.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $520.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $497.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/EUR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $695.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NY HARB ULSD FUT  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $138390.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Gaming & Entertainment                                                                           | MOHEGAN TRIBAL GAMING AUTHORITY 144A 8.000000% 02/01/2026               | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $936225.29    | 0.13%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | WTI CRUDE FUTURE  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $321040.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/PLN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4522.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-872.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/15/2023                                   | CUSIP: LMZSD0215<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74581.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1305.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-5380.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-1302.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                           | UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CA 7.875000% 02/15/2025 | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $677525.10    | 0.09%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-1630.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $13852.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $6732.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                             | FX Forward Contract: PLN/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |         1 | NC      | $1053.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-5881.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3383.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NASD100 MICRO EMINMAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $22044.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4189.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3187.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Cyclicals ex Commods  TRS                                            | CUSIP: TGSXCYCL6<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     31222 | NC      | $273757.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 3/8/2023                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-750862.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3096.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YETI HOLDINGS, INC.                                                                                      | YETI HOLDINGS INC COMMON STOCK                                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Short            | EC               |  | US        |     -6199 | NS      | $-256080.69   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3171.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7391.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BP CURRENCY FUT   MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $75525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | MSCI EMGMKT       MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22 | NC      | $1055340.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3812.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                      | MOODY'S CORP COMMON STOCK                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               |  | US        |      2732 | NS      | $761189.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $194.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN FUTURE    MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        12 | NC      | $914400.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $909.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1284.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | STOXX 50 FUTR     MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $38921.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $16823.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/6/2023                                    | CUSIP: LMZSD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74483.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1981.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225  (OSE) MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -2 | NC      | $-397439.80   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SGX IRON ORE 62%  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |         1 | NC      | $11612.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $214.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/8/2023                                      | CUSIP: LMAHD0308<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59263.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $14284.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/21/2023                                        | CUSIP: LMPBD0321<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $57437.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SP500 MIC EMIN FUTMAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $19305.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | GOLDMAN SACHS COLLATERAL BALANCE FS FUNDS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   8040000 | PA      | $8040000.00   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $10777.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CREDIT SUISSE COLLATERAL BALANCE FS FUNDS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    290000 | PA      | $290000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $4545.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NOMURA COLLATERAL BALANCE FS FUNDS                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1420000 | PA      | $1420000.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $22948.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $-856.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES LLC                                                                             | CS Gamma Weighted Dispersion Index TRS                                  | CUSIP: N/A<br>LEI: 1V8Y6QCX6YMJ2OELII46       | N/A              | DE               |  | US        |     14938 | NC      | $-39436.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $1951.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $437.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 1000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |   3791285 | NC      | $36402.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/23/2023                                        | CUSIP: LMPBD0323<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-57337.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $182.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORN FUTURE       JUL23                                                                                  | CORN FUTURE       JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $33587.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD.                                                                                      | Macquarie QIS Index 311 TRS                                             | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | N/A              | DE               |  | US        |    327727 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FILLMORE PARK CLO LTD                                                                                    | FILLMORE PARK CLO LTD 2018-1A FILPK 2018-1A E                           | CUSIP: 31722QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $215011.50    | 0.03%             | 2030-07-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/22/2023                                       | CUSIP: LMCAD0322<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $209268.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3491.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                                 | MASTERCARD INC - A COMMON STOCK                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      4128 | NS      | $1435429.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                        | Barclays Equity IDME US Strategy TRS                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |     23742 | NC      | $-27906.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $9377.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 2000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |       403 | NC      | $53470.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1148.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225  (CME) MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-128850.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/25/2023                                   | CUSIP: LMZSD0125<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74625.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-9020.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | DOLLAR INDEX      MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $103269.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1500.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/9/2023                                    | CUSIP: LMZSD0209<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74569.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 5148 EI                                          | CUSIP: 3137H3JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  28668956 | PA      | $4781227.93   | 0.67%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORECIVIC, INC.                                                                                          | CORECIVIC INC 4.750000% 10/15/2027                                      | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    236000 | PA      | $204498.39    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9413.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-BUXL 30Y BND MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -4 | NC      | $-579068.48   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3412.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC.                                                                                         | SHAKE SHACK INC - CLASS A COMMON STOCK                                  | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Short            | EC               |  | US        |     -3202 | NS      | $-132979.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS, INC.                                                                   | Nomura G10 FX Mean Reversion 25x TRS                                    | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DE               |  | US        |     14772 | NC      | $-10488.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FTSE CHINA A50    JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -8 | NC      | $-104672.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-880.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Cyclicals ex Commods  TRS                                            | CUSIP: TGSXCYCL1<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    123141 | NC      | $1159988.22   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1512.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV LLC                                                                                               | PACTIV LLC 7.950000% 12/15/2025                                         | CUSIP: 880394AB7<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    777000 | PA      | $750446.59    | 0.10%             | 2025-12-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $-106.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $5176.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN FUTURE    JUL23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $76662.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $5114.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $632.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $4493.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | HSCEI FUTURES     JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -4 | NC      | $-173212.32   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $825.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/13/2023                                     | CUSIP: LMAHD0313<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59292.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3292.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-733.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                                          | MADISON IAQ LLC 144A 5.875000% 06/30/2029                               | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685398.84    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES, INC.                                                                          | PRIME HEALTHCARE SERVICES INC 144A 7.250000% 11/01/2025                 | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $583053.13    | 0.08%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-1556.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN OIL FUTR  DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $111132.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4510.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                                                            | SURGERY CENTER HOLDINGS INC 144A 10.000000% 04/15/2027                  | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2402317.50   | 0.34%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                        | OCTAGON INVESTMENT PARTNERS 49 LTD OCT49 2020-5A E                      | CUSIP: 67578DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $451472.50    | 0.06%             | 2033-01-15      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $17840.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 1000 TR Index TRS                                               | CUSIP: TRS1QVRJ9<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |   3220834 | NC      | $-226481.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST, L.P.                                                                                  | RLJ LODGING TRUST LP 144A 3.750000% 07/01/2026                          | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    793000 | PA      | $706236.66    | 0.10%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/21/2023                                   | CUSIP: LMZSD0221<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74493.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $324.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARK Innovation ETF                                                                                       | ARK INNOVATION ETF MUTUAL FUND                                          | CUSIP: 00214Q104<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -6376 | NS      | $-199186.24   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-3237.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-867.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-37.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-39.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/22/2023                                   | CUSIP: LMZSD0222<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74487.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RR LTD                                                                                                   | RR 6 LTD RRAM 2019-6A DR                                                | CUSIP: 78110LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $423158.00    | 0.06%             | 2036-04-15      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $383.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 90DAY EURO$ FUTR  JUN23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-711262.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $40.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14102.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-941.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4574.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER, LLC                                                                                    | RP ESCROW ISSUER LLC 144A 5.250000% 12/15/2025                          | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $466590.47    | 0.07%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-85252.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5133.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/10/23                                       | CUSIP: LMAHD0210<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-117975.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $2855.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $9114.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1988.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $178.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/29/2023                                        | CUSIP: LMPBD0329<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $57337.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $66745.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 SG                | CUSIP: 38383YFY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  49764926 | PA      | $1760981.69   | 0.25%             | 2052-09-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/25/2023                                   | CUSIP: LMZSD0125<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74625.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/6/2023                                      | CUSIP: LMAHD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59239.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $44207.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $903.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1476.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                        | Barclays Equity IDME US Strategy TRS                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |    304219 | NC      | $34133.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-1563.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $113.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $84.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | Markit iBoxx USD Liquid Leveraged Loans Total Return Index TRS          | CUSIP: TRS620556<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   4875999 | NC      | $-149599.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-81074.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1067.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                                     | LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.250000% 10/01/2025 | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2640109.40   | 0.37%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | DJIA MINI E-CBOT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $166425.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | CAC40 10 EURO FUT JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |         3 | NC      | $207789.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $770.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2356.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $470.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                             | UBS USD Rates Gamma Spread TRS                                          | CUSIP: TRUBCSSU1<br>LEI: 549300SZJ9VS8SGXAN81 | N/A              | DE               |  | US        |    104509 | NC      | $-245439.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-1980.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                                                   | SPDR S&P 500 ETF TRUST MUTUAL FUND                                      | CUSIP: 78462F103<br>LEI: N/A                  | Short            | EC               | RF                | US        |    -25774 | NS      | $-9856750.82  | -1.38%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $213.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $317.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2160.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                                         | FX Forward Contract: SGD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $1192.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $380.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/28/2023                                   | CUSIP: LMZSD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74483.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $960.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $6859.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                                                                         | FX Forward Contract: SGD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |         1 | NC      | $4878.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $335.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY, INC.                                                                                        | ULTA BEAUTY INC COMMON STOCK                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Short            | EC               |  | US        |      -538 | NS      | $-252359.66   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | COPPER FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $95262.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-3561.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CANOLA FUTR (WCE) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        -1 | NC      | $-12788.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-1175.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4407.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                                           | TRIVIUM PACKAGING FINANCE BV 144A 5.500000% 08/15/2026                  | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | NUSS              | NL        |   2410000 | PA      | $2209814.82   | 0.31%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $174.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC.                                                                                           | SNOWFLAKE INC-CLASS A COMMON STOCK                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               |  | US        |     -1122 | NS      | $-161051.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 2000 TR Index TRS                                               | CUSIP: TRS1QVNU2<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      2943 | NC      | $1234559.07   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3165.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $2062.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4359.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SGX NIFTY 50      JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         8 | NC      | $291568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-1138355.12  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $13751.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $684.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 1000 TR Index TRS                                               | CUSIP: TRS1QVRJ2<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |  25295012 | NC      | $-1860609.14  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY TELEVISION, INC.                                                                                    | GRAY TELEVISION INC 144A 7.000000% 05/15/2027                           | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Short            | DBT              | CORP              | US        |  -1981000 | PA      | $-1756730.99  | -0.25%            | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $73632.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CBOE VIX FUTURE   FEB23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -19 | NC      | $-466360.70   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $5253.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $9070.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $430.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $100952.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | S&P 500 Dividend Futures Dec23 TRS                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |    132013 | NC      | $732672.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 90DAY EURO$ FUTR  DEC24 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-241000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $10838.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                                                                         | GEN DIGITAL INC 144A 6.750000% 09/30/2027                               | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Short            | DBT              | CORP              | US        |   -627000 | PA      | $-614460.00   | -0.09%            | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1083.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-22674.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $305.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-104.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | GASOLINE RBOB FUT FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-520443.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC.                                                                                             | WAYFAIR INC- CLASS A COMMON STOCK                                       | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               |  | US        |     -2652 | NS      | $-87224.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-1191.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/16/2023                                   | CUSIP: LMZSD0216<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -3 | NC      | $-223656.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN OIL FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $115326.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1227.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $650.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $108.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $6818.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5321.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1177.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust Series 1                                                                               | INVESCO QQQ TRUST SERIES 1 MUTUAL FUND                                  | CUSIP: 46090E103<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -9135 | NS      | $-2432467.80  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4879.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $5292.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN FUTURE    NOV23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-70837.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 2/17/2023                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-749200.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-544.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $2805.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                                        | LAMAR MEDIA CORP 4.000000% 02/15/2030                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -512000 | PA      | $-447488.00   | -0.06%            | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1054.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $7.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3936.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $9457.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3707.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                                                                 | VANECK SEMICONDUCTOR ETF MUTUAL FUND                                    | CUSIP: 92189F676<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -1837 | NS      | $-372800.78   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | FTSE TAIWAN INDEX JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -5 | NC      | $-248350.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-59077.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-832.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 4927 IO                                          | CUSIP: 3137FPJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10668556 | PA      | $2333849.00   | 0.33%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5773.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CATTLE FEEDER FUT MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-186225.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TKC HOLDINGS, INC.                                                                                       | TKC HOLDINGS INC 144A 6.875000% 05/15/2028                              | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $915747.79    | 0.13%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES LLC                                                                             | CS Short Vol-Target Variance Index TRS                                  | CUSIP: TCSVTBSK8<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DE               |  | US        |      5833 | NC      | $26773.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $2026.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                               | MADISON PARK FUNDING XXXV LTD MDPK 2019-35A ER                          | CUSIP: 55819LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447695.50    | 0.06%             | 2032-04-20      | Floating      | 10.34%                | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $588.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3 MONTH SOFR FUT  JUN23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-475200.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                                         | OMEGA HEALTHCARE INVESTORS INC 4.750000% 01/15/2028                     | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Short            | DBT              | CORP              | US        |  -1263000 | PA      | $-1163769.59  | -0.16%            | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $12002.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                                     | EURO-OAT FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -14 | NC      | $-1907748.93  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | NY HARB ULSD FUT  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $138390.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                                               | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 5.500000% 04/15/2024         | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2301000 | PA      | $2237370.82   | 0.31%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $84.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2161.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-11480.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/1/2023                                    | CUSIP: LMZSD0201<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74546.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/10/2023                                   | CUSIP: LMZSD0210<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74572.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3443.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6401.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $90.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT IP CAYMAN LTD.                                                                                    | SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 1 8.000000% 09/20/2025 | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1045000 | PA      | $1050360.85   | 0.15%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MINI TPX IDX FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -1 | NC      | $-14412.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-429.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1244.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN FUTURE    MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $153000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $991.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3090.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-18040.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $5943.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/20/2023                                        | CUSIP: LMPBD0320<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         4 | NC      | $229917.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                                                          | AUTOMATIC DATA PROCESSING COMMON STOCK                                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               |  | US        |     -2144 | NS      | $-512115.84   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1146.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $3150.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $535.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $592.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-10956.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GETTY IMAGES, INC.                                                                                       | GETTY IMAGES INC 144A 9.750000% 03/01/2027                              | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1328588.12   | 0.19%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1723.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-692.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | WHEAT FUTURE(CBT) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-356400.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| H-FOOD HOLDINGS, LLC                                                                                     | H-FOOD HOLDINGS LLC / HEARTHSIDE FINANCE CO INC 14 8.500000% 06/01/2026 | CUSIP: 577088AA5<br>LEI: 549300JY2LK0EQ95YT44 | Long             | DBT              | CORP              | US        |    807000 | PA      | $468060.00    | 0.07%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                     | META PLATFORMS INC COMMON STOCK                                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | EC               |  | US        |      -208 | NS      | $-25030.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4517.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $76.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2777.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | AMSTERDAM IDX FUT JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |         1 | NC      | $147646.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $657.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1004.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-51957.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | UK NATURAL GAS FUTFEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-314896.76   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | C$ CURRENCY FUT   MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-147840.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $1620.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225 MINI   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -9 | NC      | $-178847.91   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $852.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $456.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FANNIE MAE REMICS FNR 2021-62 HI                                        | CUSIP: 3136BGZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14928549 | PA      | $1874485.35   | 0.26%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER, INC.                                                                                      | GUITAR CENTER INC 144A 8.500000% 01/15/2026                             | CUSIP: 40204BAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |  -1108000 | PA      | $-910618.05   | -0.13%            | 2026-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/6/2023                                    | CUSIP: LMZSD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $148966.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-702.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | HANG SENG IDX FUT JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |        -4 | NC      | $-510284.48   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE  MAR23                                                                                  | LONG GILT FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -2 | NC      | $-241549.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | COFFEE 'C' FUTURE MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-62606.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $6376.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $302.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1182.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                                                               | OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITA 4.625000% 03/15/2030 | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1020089.92   | 0.14%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $218.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2845.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-3680.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS MOBU Risk Recycling Index TRS                                        | CUSIP: TRCXTNGT3<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |    399880 | NC      | $675797.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                                                                    | TEXAS ROADHOUSE INC COMMON STOCK                                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Short            | EC               |  | US        |     -2489 | NS      | $-226374.55   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $275.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                                       | FX Forward Contract: ZAR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |         1 | NC      | $1075.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD.                                                                                      | Macquarie US Equity Overnight Mean Reversion TRS                        | CUSIP: TRS1KX7C1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DE               |  | US        |    184328 | NC      | $39906.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | DAX INDEX FUTURE  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $-748669.98   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | 3MO EURO EURIBOR  JUN23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4 | NC      | $1032070.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $33462.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6495.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | LOW SU GASOIL G   FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-90600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                                                                         | NRG ENERGY INC 144A 3.625000% 02/15/2031                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    346000 | PA      | $263028.35    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MINI HSI IDX FUT  JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | HK        |         3 | NC      | $76542.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $579.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16044.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-1243.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/22/2023                                     | CUSIP: LMAHD0222<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59094.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $810.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MSCI SING IX ETS  JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |        -1 | NC      | $-21692.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1310.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XHR LP                                                                                                   | XHR LP 144A 6.375000% 08/15/2025                                        | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    675000 | PA      | $648987.28    | 0.09%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                           | Wilshire Equity Multi-Factor Short TRS                                  | CUSIP: TRBNPFRS9<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   4036295 | NC      | $-61348.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1412.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TWD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $92.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                        | Barclays Equity IDME US Strategy TRS                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |     19695 | NC      | $4435.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                                                            | FX Forward Contract: TWD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |         1 | NC      | $-1016.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-5015.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $329.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19356.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | OAT FUTURE        MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-18362.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-831.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MACQUARIE COLLATERAL BALANCE FS FUNDS                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   1230000 | PA      | $1230000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1682.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                                 | ENERGIZER HOLDINGS INC 144A 4.750000% 06/15/2028                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Short            | DBT              | CORP              | US        |  -1205000 | PA      | $-1044256.98  | -0.15%            | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26967.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | XAK TECHNOLOGY    MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $126340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES                                                                                     | ZINC 3 MONTH FUTURES 1/6/2023                                           | CUSIP: LMZSD0106<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74989.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $281.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV LLC                                                                                               | PACTIV LLC 8.375000% 04/15/2027                                         | CUSIP: 880394AE1<br>LEI: 549300O4WTC6DL4JIE57 | Long             | DBT              | CORP              | US        |    861000 | PA      | $835166.44    | 0.12%             | 2027-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Investment Trust: State Street Institutional Liquid Reserves Fund; Premier Cl | STATE ST INST LIQ RES-PREM                                              | CUSIP: 85749P101<br>LEI: N/A                  | Long             | STIV             |  | US        |  66534725 | PA      | $66536618.62  | 9.30%             |  |  |  | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT, LLC                                                                                    | WHITE CAP PARENT LLC 144A 8.250000% 03/15/2026                          | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2475034.87   | 0.35%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-4028.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $947.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $289.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $11769.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $789.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-12                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $2825.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3109.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-956.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3712.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $99378.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1062.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4866.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NY HARB ULSD FUT  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-133526.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-2783.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $2352.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/24/2023                                   | CUSIP: LMZSD0224<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $148950.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-5762.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/15/2023                                       | CUSIP: LMCAD0215<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $418775.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/21/2023                                        | CUSIP: LMPBD0321<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-57437.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-4225.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10666.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $360.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $34.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | JPM Long ERP Sector TRS                                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |    409993 | NC      | $-490187.63   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-4 IO                  | CUSIP: 38382B3E1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  20257749 | PA      | $3995774.08   | 0.56%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                     | HOME DEPOT INC COMMON STOCK                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |     10133 | NS      | $3200609.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/16/2023                                   | CUSIP: LMZSD0316<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74393.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/21/2023                                     | CUSIP: LMAHD0221<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59077.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SRS DISTRIBUTION INC.                                                                                    | SRS DISTRIBUTION INC 144A 6.000000% 12/01/2029                          | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    453000 | PA      | $360521.45    | 0.05%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-2533.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                                                  | BAIN CAPITAL CREDIT CLO 2020-2 LTD BCC 2020-2A ER                       | CUSIP: 05683JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $299635.92    | 0.04%             | 2034-07-19      | Floating      | 10.84%                | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1427.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6653.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-20956.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-SCHATZ FUT   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -44 | NC      | $-4965242.56  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/11/23                                         | CUSIP: LMCAD0308<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-209487.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/24/2023                                   | CUSIP: LMZSD0224<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-148950.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                         | PARAMOUNT GLOBAL 4.375000% 03/15/2043                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344302.83    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-507.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | COCOA FUTURE - IC MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $24928.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COVANTA HOLDING CORPORATION                                                                              | COVANTA HOLDING CORP 144A 4.875000% 12/01/2029                          | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Short            | DBT              | CORP              | US        |   -352000 | PA      | $-288383.04   | -0.04%            | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL, LLC                                                                                    | HADRIAN MERGER SUB INC 144A 8.500000% 05/01/2026                        | CUSIP: 42239PAA7<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |    683000 | PA      | $601040.00    | 0.08%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-772.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SUGAR #11 (WORLD) MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-628454.40   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/31/2023                                   | CUSIP: LMZSD0131<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-149087.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | CBOE VIX FUTURE   JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        17 | NC      | $392667.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRY DOLLAR FUTURE FEB23                                                                                  | TRY DOLLAR FUTURE FEB23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $1050.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR JAN23                                                                                  | SOYBEAN MEAL FUTR JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-239250.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-958.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $24759.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                                    | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A 5.875000% 10/15/2027          | CUSIP: 35906ABE7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -616000 | PA      | $-571999.12   | -0.08%            | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN MEAL FUTR MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $376800.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2414.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $1160.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | AUDUSD CRNCY FUT  MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $68285.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | IBEX 35 INDX FUTR JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        -2 | NC      | $-175431.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $1621.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                                    | MICROSOFT CORP COMMON STOCK                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |     12509 | NS      | $2999908.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | BRENT CRUDE FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-85270.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 3/20/2023                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -2 | NC      | $-1502075.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 3/16/2023                                        | CUSIP: LMPBD0316<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-57562.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $4273.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $851.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | LIVE CATTLE FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-63160.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1568.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-4186.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/PLN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-490.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $31691.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $2814.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $24287.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 3/15/2023                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $751125.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-3442.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2882.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2004.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $809.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-273.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $906.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $48.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $484.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-7199.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1539.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $2005.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | COCOA FUTURE - IC MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $24928.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $343.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2861.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-712.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-4839.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $1292.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-1360.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $873.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-13147.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $-1399.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                                                                               | NEW YORK TIMES CO-A COMMON STOCK                                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Short            | EC               |  | US        |     -4171 | NS      | $-135390.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1722.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 3/16/2023                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $751037.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. BERKLEY CORPORATION                                                                                | WR BERKLEY CORP COMMON STOCK                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               |  | US        |     10560 | NS      | $766339.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPOWER CLO LTD                                                                                          | EMPOWER CLO 2022-1 LTD EMPWR 2022-1A E                                  | CUSIP: 29246YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $394521.60    | 0.06%             | 2034-10-20      | Floating      | 12.51%                | Yes           |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-6942.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3448.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4962.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $7115.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 2000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |       502 | NC      | $-38026.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FANNIE MAE REMICS FNR 2022-74 SA                                        | CUSIP: 3136BPKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  68133307 | PA      | $1587458.37   | 0.22%             | 2052-10-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 2000 TR Index TRS                                               | CUSIP: TRS1QVNU9<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |       316 | NC      | $124137.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                                                               | BROADSTREET PARTNERS INC 144A 5.875000% 04/15/2029                      | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97023.28     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-1666.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -33 | NC      | $-6767578.13  | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1114.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC.                                                                           | ROBERT HALF INTL INC COMMON STOCK                                       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Short            | EC               |  | US        |      -306 | NS      | $-22591.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                                                                             | SKYLINE CHAMPION CORP COMMON STOCK                                      | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               |  | US        |     23362 | NS      | $1203376.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3907.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $5410.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-756.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $10734.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-329.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3MO EURO EURIBOR  JUN23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-1548105.84  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | DAX INDEX FUTURE  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $374334.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 4973 IK                                          | CUSIP: 3137FT2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11219744 | PA      | $2265592.86   | 0.32%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-68.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $94290.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BANK ACCEPT FUTR  DEC23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -1 | NC      | $-176338.63   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.                                                              | APOLLO COMMERCIAL REAL ESTATE FINANCE INC 144A 4.625000% 06/15/2029     | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $89643.68     | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-664.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1171.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-02-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1559.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $402937.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA JANUARY                  | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |  18000000 | PA      | $18265609.08  | 2.55%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $6082.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $290.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-879.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-19546.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-330.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-1205.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                                                       | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 4.250000% 10/15/2027 | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Short            | DBT              | CORP              | US        |  -1313000 | PA      | $-1175959.12  | -0.16%            | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-225.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                                    | JPN 10Y BOND(OSE) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -1 | NC      | $-1108351.11  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | S&P 500 Dividend Futures Dec23 TRS                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |     82237 | NC      | $439967.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-1273.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                              | CAESARS ENTERTAINMENT INC 144A 6.250000% 07/01/2025                     | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2167808.04   | 0.30%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                                     | PPG INDUSTRIES INC COMMON STOCK                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               |  | US        |     -3306 | NS      | $-415696.44   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $3226.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5731.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FTSE CHINA A50    JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | SG        |         4 | NC      | $52336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $177.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-864.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                             | FX Forward Contract: TRY/USD SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         1 | NC      | $-67.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $1882.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-33878.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $330.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                          | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.250000% 08/01/2026    | CUSIP: 55342UAG9<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1656654.25   | 0.23%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/PLN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3196.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-38450.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $24.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                                                                    | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                           | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1282525.99   | 0.18%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12237.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3561.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | XAE ENERGY        MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -2 | NC      | $-184080.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $14114.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $2602.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6328.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CBOE VIX FUTURE   JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -38 | NC      | $-877727.80   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $46341.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4249.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $1327.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $1414.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-543.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $254.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                                                       | ROBLOX CORP -CLASS A COMMON STOCK                                       | CUSIP: 771049103<br>LEI: N/A                  | Short            | EC               |  | US        |     -4124 | NS      | $-117369.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-7817.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 1 MONTH SOFR FUT  MAY23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-396135.86   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/28/2023                                   | CUSIP: LMZSD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74483.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $2548.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $179073.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FCOJ-A FUTURE     MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-30630.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3917.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                                       | FX Forward Contract: ZAR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |         1 | NC      | $1879.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1421.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S, INC.                                                                                    | DAVE & BUSTER'S INC 144A 7.625000% 11/01/2025                           | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    809000 | PA      | $813045.00    | 0.11%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                                                                 | SPIRIT AEROSYSTEMS INC 144A 7.500000% 04/15/2025                        | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2008929.28   | 0.28%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-884.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | WHEAT FUTURE(CBT) DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-82025.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | CHF CURRENCY FUT  MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         2 | NC      | $272550.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-836.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-336.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $43.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/8/2023                                      | CUSIP: LMAHD0208<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -3 | NC      | $-176908.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL, INC.                                                                                    | COINBASE GLOBAL INC -CLASS A COMMON STOCK                               | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Short            | EC               |  | US        |     -1225 | NS      | $-43352.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-488.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MEXICAN PESO FUT  MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-25310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 03/23/2023                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $751073.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPTOR ACQUISITION CORP.                                                                                 | RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC 144 4.875000% 11/01/2026 | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2507000 | PA      | $2227219.50   | 0.31%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | PLATINUM FUTURE   APR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $54145.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAD  FUTURES 3 MONTHS                                                                                   | LEAD  FUTURES 3 MONTHS 2/21/2023                                        | CUSIP: LMPBD0221<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $57859.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $2314.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                | SUNOCO LP / SUNOCO FINANCE CORP 6.000000% 04/15/2027                    | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94531.07     | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                                   | CAN 10YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -5 | NC      | $-452548.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/01/2023                                     | CUSIP: LMAHD0301<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $118357.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $14680.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $108146.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC.                                                                            | FOCUS FINANCIAL PARTNERS-A COMMON STOCK                                 | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               |  | US        |     -4583 | NS      | $-170808.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 3YR BOND FUT MAR23                                                                                  | AUST 3YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |        -1 | NC      | $-72712.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 2000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |       393 | NC      | $65807.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $215.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $594.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-873.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2400.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES                                                                                     | ZINC 3 MONTH FUTURES 1/6/2023                                           | CUSIP: LMZSD0106<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74989.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | GOLD 100 OZ FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-182620.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6519.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 2/8/2023                                        | CUSIP: LMCAD0208<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $418688.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS, INC.                                                                   | Nomura G10 FX Mean Reversion 25x TRS                                    | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DE               |  | US        |    104941 | NC      | $188895.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                              | FX Forward Contract: INR/USD SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |         1 | NC      | $1588.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                                  | REPUBLIC SERVICES INC COMMON STOCK                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     18746 | NS      | $2418046.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1035.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/3/2023                                      | CUSIP: LMAHD0203<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $58877.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                                       | FX Forward Contract: ZAR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |         1 | NC      | $-16.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-1022.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO.                                                                                              | CARVANA CO COMMON STOCK                                                 | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Short            | EC               |  | US        |     -2107 | NS      | $-9987.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $7234.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-37 SG                 | CUSIP: 38376XJR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10099088 | PA      | $768226.52    | 0.11%             | 2040-03-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NIKKEI 225 MINI   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |        -9 | NC      | $-178847.91   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE US CLO LTD                                                                                       | CARLYLE US CLO 2019-2 LTD CGMS 2019-2A DR                               | CUSIP: 14316FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $439013.50    | 0.06%             | 2032-07-15      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $978.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1155.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-9554.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                                    | FX Forward Contract: CZK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |         1 | NC      | $704.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-1311.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 90DAY EURO$ FUTR  MAR24                                                                                  | 90DAY EURO$ FUTR  MAR24 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-478000.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | EURO E-MINI FUT   MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -1 | NC      | $-67212.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN OIL FUTR  MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-76728.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                                                             | MONSTER BEVERAGE CORP COMMON STOCK                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               |  | US        |      8928 | NS      | $906459.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional Investment Trust: State Street Institutional Liquid Reserves Fund; Premier Cl | STATE ST INST LIQ RES-PREM                                              | CUSIP: 85749P101<br>LEI: N/A                  | Long             | STIV             |  | US        | 272279020 | PA      | $272282537.46 | 38.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NASDAQ 100 E-MINI MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-220445.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                                                   | CAN 10YR BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -9 | NC      | $-814586.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-9216.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                     | OLYMPUS WATER US HOLDING CORP 144A 6.250000% 10/01/2029                 | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $759206.18    | 0.11%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | E-MINI RUSS 2000  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $619815.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $2869.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3362.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | GASOLINE RBOB FUT MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-208177.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        22 | NC      | $3130476.63   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | SPI 200 FUTURES   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |        -3 | NC      | $-357038.31   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY, L.P.                                                                                     | GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP 5.625000% 06/15/2024    | CUSIP: 37185LAF9<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2039998.50   | 0.29%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2641.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $2981.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                                                             | CENTRAL GARDEN & PET CO 4.125000% 10/15/2030                            | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Short            | DBT              | CORP              | US        |   -627000 | PA      | $-515019.92   | -0.07%            | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/22/2023                                       | CUSIP: LMCAD0322<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-209268.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-710.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1723.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TWD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-0.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-58446.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                            | STARWOOD PROPERTY TRUST INC 144A 3.625000% 07/15/2026                   | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $917875.00    | 0.13%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-3124.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $2758.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-11436.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-3804.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-443.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                          | CSX CORP COMMON STOCK                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     50630 | NS      | $1568517.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8255.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3286.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1753.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                                                      | GEO GROUP INC/THE 6.000000% 04/15/2026                                  | CUSIP: 36162JAB2<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    203000 | PA      | $179655.00    | 0.03%             | 2026-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                                      | EURO-BTP FUTURE   MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2 | NC      | $-233185.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE                                                                 | CANADIAN PACIFIC RAILWAY LTD COMMON STOCK                               | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               |  | CA        |     30005 | NS      | $2238072.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $11418.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                               | EURO-BUND FUTURE  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -67 | NC      | $-9533724.24  | -1.33%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                                                     | UNITED RENTALS NORTH AMERICA INC 5.250000% 01/15/2030                   | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Short            | DBT              | CORP              | US        |   -965000 | PA      | $-906694.70   | -0.13%            | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4328.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/20/2023                                       | CUSIP: LMCAD0320<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-209268.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $1460.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                            | PEPSICO INC COMMON STOCK                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      4264 | NS      | $770334.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                                                                   | CAN 5YR BOND FUT  MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -1 | NC      | $-82326.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $4783.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1601.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $954.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/28/2023                                     | CUSIP: LMAHD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59166.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $354.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-672.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/23/23                                     | CUSIP: LMZSD0223<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74481.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/01/23                                         | CUSIP: LMCAD0301<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $418975.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1661.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25171.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                                                             | SPROUTS FARMERS MARKET INC COMMON STOCK                                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Short            | EC               |  | US        |     -6233 | NS      | $-201762.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $652.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                         | AMAZON.COM INC COMMON STOCK                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | EC               |  | US        |     -3602 | NS      | $-302568.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-193 SA                | CUSIP: 38383Y7L0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  99802262 | PA      | $2054728.97   | 0.29%             | 2052-11-20      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3 MONTH SOFR FUT  DEC23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $238675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-637.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20098.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-15510.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $300.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | FTSE 100 IDX FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         7 | NC      | $631824.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                 | GENERAL ELECTRIC CO COMMON STOCK                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Short            | EC               |  | US        |     -1240 | NS      | $-103899.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $25.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $293.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel International B.V.                                                                         | CLEAR CHANNEL INTERNATIONAL BV 144A 6.625000% 08/01/2025                | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |   4048000 | PA      | $3862618.44   | 0.54%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $3022.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4137.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/8/2023                                      | CUSIP: LMAHD0208<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         3 | NC      | $176908.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $3204.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-78990.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $202.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $11383.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-578.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-3362.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $24834.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NEW ZEALAND $ FUT MAR23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $63440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                                        | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.250000% 02/01/2031  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $401057.50    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1054.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                                | UNION PACIFIC CORP COMMON STOCK                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |     13175 | NS      | $2728147.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $228.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $2031.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGI GROUP, LLC                                                                                          | ANGI GROUP LLC 144A 3.875000% 08/15/2028                                | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $742085.00    | 0.10%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/HUF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6629.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APX GROUP, INC.                                                                                          | APX GROUP INC 144A 5.750000% 07/15/2029                                 | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30642.91     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | ECX EMISSION      DEC23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |        -1 | NC      | $-89885.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $39.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1758.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3MO EURO EURIBOR  MAR24 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -2 | NC      | $-516704.32   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                                                             | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA 4.125000% 08/15/2026 | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Short            | DBT              | NUSS              | US        |   -200000 | PA      | $-173240.62   | -0.02%            | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $301.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                            | STARWOOD PROPERTY TRUST INC 144A 3.750000% 12/31/2024                   | CUSIP: 85571BAW5<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1277061.15   | 0.18%             | 2024-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ILS SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10601.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $484.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                                                                   | OHA CREDIT FUNDING 3 LTD OAKC 2019-3A ER                                | CUSIP: 67112TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222875.25    | 0.03%             | 2035-07-02      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $12742.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                                                                               | IRON MOUNTAIN INC 144A 4.500000% 02/15/2031                             | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821940.00    | 0.11%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $6690.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                                         | FX Forward Contract: HUF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |         1 | NC      | $3573.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $3599.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/31/2023                                   | CUSIP: LMZSD0131<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         2 | NC      | $149087.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/13/2023                                     | CUSIP: LMAHD0313<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $59292.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-114914.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                 | US 10YR ULTRA FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $-2129062.50  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6071.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-5373.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-20760.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NATURAL GAS FUTR  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $-89500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                   | FAIR ISAAC CORP COMMON STOCK                                            | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               |  | US        |      -558 | NS      | $-334007.64   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $68.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14372.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1531.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO, LTD.                                                                                    | DEWOLF PARK CLO LTD DWOLF 2017-1A E                                     | CUSIP: 25211CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $260436.60    | 0.04%             | 2030-10-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $165.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP.                                                                                    | VERSCEND ESCROW CORP 144A 9.750000% 08/15/2026                          | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3780700.89   | 0.53%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FANNIE MAE REMICS FNR 2022-74 US                                        | CUSIP: 3136BPKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  74700666 | PA      | $2428585.88   | 0.34%             | 2052-11-25      | Floating      | 1.07%                 | No            |                  2 | On Loan: No      |
| COPPER FUTURES 3 MONTHS                                                                                  | COPPER FUTURES 3 MONTHS 3/6/2023                                        | CUSIP: LMCAD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $209487.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERLIN ENTERTAINMENTS LIMITED                                                                            | MERLIN ENTERTAINMENTS LTD 144A 5.750000% 06/15/2026                     | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Short            | DBT              | NUSS              | GB        |   -828000 | PA      | $-775204.65   | -0.11%            | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MILK FUTURE       JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $39080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | S&P MID 400 EMINI MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $244260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | CORN FUTURE       MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $33900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6653.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aon plc                                                                                                  | AON PLC-CLASS A COMMON STOCK                                            | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |      2240 | NS      | $672313.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRY DOLLAR FUTURE FEB23                                                                                  | TRY DOLLAR FUTURE FEB23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |         7 | NC      | $7351.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-5841.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $3679.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-2288.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-172663.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 5154 GI                                          | CUSIP: 3137H3K43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  27776633 | PA      | $1781962.69   | 0.25%             | 2042-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 4975 EI                                          | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  21363462 | PA      | $4059217.92   | 0.57%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $50491.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 90DAY EURO$ FUTR  DEC23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-238025.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SOYBEAN MEAL FUTR JAN23                                                                                  | SOYBEAN MEAL FUTR JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $239250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $900.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                                                                              | BRINKER INTERNATIONAL INC COMMON STOCK                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Short            | EC               |  | US        |      -827 | NS      | $-26389.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-5190.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-05                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $5129.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | IBEX 35 INDX FUTR JAN23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ES        |        -1 | NC      | $-87715.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                                                         | SALESFORCE INC COMMON STOCK                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Short            | EC               |  | US        |     -1434 | NS      | $-190134.06   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | DAX MINI FUTURE   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -1 | NC      | $-74867.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9842.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW, INC.                                                                                     | NEXSTAR MEDIA INC 144A 5.625000% 07/15/2027                             | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    627000 | PA      | $575183.15    | 0.08%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-268.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES LLC                                                                             | CS Short Vol-Target Variance Index TRS                                  | CUSIP: TCSVTBSK1<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DE               |  | US        |     43480 | NC      | $226965.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $1706.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Secular Growers TRS                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               |  | US        |     65445 | NC      | $-481675.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | JPM Short ERP Sector TRS                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |  31534525 | NC      | $792731.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | STOXX EUROPE 600  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         1 | NC      | $22698.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1955.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44405.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                  | GS Secular Growers TRS                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               |  | US        |     19053 | NC      | $-48047.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $4.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | Russell 1000 TR Index TRS                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |    870819 | NC      | $-39067.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE, INC.                                                                                          | COMMSCOPE INC 144A 6.000000% 03/01/2026                                 | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    764000 | PA      | $705087.96    | 0.10%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1341.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $223.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                      | SGI US Delta Capped Mean Reversion TRS                                  | CUSIP: TRS1Q3291<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |     25254 | NC      | $917023.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-148.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SEK SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-437.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/24/2023                                   | CUSIP: LMZSD0224<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74475.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $3660.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC                                                                | SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026 | CUSIP: 84749AAA5<br>LEI: 549300ICFD46O3KMJC06 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2055573.48   | 0.29%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $7310.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD.                                                                                        | VECTOR GROUP LTD 144A 10.500000% 11/01/2026                             | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2828230.79   | 0.40%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                          | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 3.500000% 03/15/2031    | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $2900966.55   | 0.41%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORWEIGAN KRONE                                                                                          | FX Forward Contract: NOK/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |         1 | NC      | $-2533.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SGD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4116.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-2296.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4956.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $1182.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | BNP COLLATERAL BALANCE FS FUNDS                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    660000 | PA      | $660000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-2067.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-7929.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | Markit iBoxx USD Liquid Leveraged Loans Total Return Index TRS          | CUSIP: TRS620561<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |  14964000 | NC      | $-272028.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1837.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $326.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-52155.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-37993.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-9549.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 3 MONTH SOFR FUT  SEP23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $-237962.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                              | CITGO PETROLEUM CORP 144A 7.000000% 06/15/2025                          | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2491069.44   | 0.35%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/SEK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5095.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $2772.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5511.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $898.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $115.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $10300.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $4999.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $13.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | 90DAY EURO$ FUTR  DEC23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $-476050.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $473.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                              | BANK OF AMERICA CORP COMMON STOCK                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |     19072 | NS      | $631664.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-51.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $384.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MILL WHEAT EURO   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2 | NC      | $33103.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $470.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | COCOA FUTURE      MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         1 | NC      | $26010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-2682.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $86.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOC GEN COLLATERAL BALANCE FS FUNDS                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    720000 | PA      | $720000.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-646.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TRY SETTLE 2023-02-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7945.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $50.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/27/2023                                   | CUSIP: LMZSD0127<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74584.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 1/27/2023                                   | CUSIP: LMZSD0127<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74584.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-450.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST, INC.                                                                          | BLACKSTONE MORTGAGE TRUST INC 144A 3.750000% 01/15/2027                 | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Short            | DBT              | CORP              | US        |  -1111000 | PA      | $-955353.49   | -0.13%            | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                                                        | CSC HOLDINGS LLC 144A 4.500000% 11/15/2031                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    441000 | PA      | $305971.99    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                             | FX Forward Contract: MXN/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |         1 | NC      | $2908.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-20                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1347.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                            | ACRISURE LLC / ACRISURE FINANCE INC 144A 6.000000% 08/01/2029           | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    471000 | PA      | $384915.33    | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $77.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3148.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                             | FX Forward Contract: CLP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |         1 | NC      | $5350.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6124.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                      | SG Vol Roll on Rates TRS                                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DE               |  | US        |     26200 | NC      | $2875502.40   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | NATURAL GAS FUTR  MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -1 | NC      | $-41040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                                                                             | AIRBNB INC-CLASS A COMMON STOCK                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               |  | US        |     -4959 | NS      | $-423994.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-320.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-202.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P/TSX 60 IX FUT MAR23                                                                                  | S&P/TSX 60 IX FUT MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         2 | NC      | $345613.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $437.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/28/2023                                   | CUSIP: LMZSD0228<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74483.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | WTI CRUDE FUTURE  FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $80260.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/AUD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-115.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-253.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FANNIE MAE REMICS FNR 2020-57 IB                                        | CUSIP: 3136BBCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16410240 | PA      | $3254933.33   | 0.46%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $3.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1257.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $111.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                                      | SGI US Delta Capped Mean Reversion TRS                                  | CUSIP: TRS1Q3299<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |      3116 | NC      | $55982.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SOYBEAN MEAL FUTR MAY23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $92200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                 | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $-2266523.44  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| TIAA CLO LTD                                                                                             | TIAA CLO I LTD TIA 2016-1A DR                                           | CUSIP: 87271LAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473552.00    | 0.07%             | 2031-07-20      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6437.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $226.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $30.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3782.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CORN FUTURE       MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        16 | NC      | $542800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NICKEL 3 MONTH FUTURES (XLME)                                                                            | NICKEL 3 MONTH FUTURES (XLME) 03/01/2023                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -1 | NC      | $-750250.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $177.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOYBEAN FUTURE    JAN23                                                                                  | SOYBEAN FUTURE    JAN23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -67 | NC      | $-5089487.50  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1906.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $60832.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1854.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                         | CIFC FUNDING 2017-II LTD CIFC 2017-2A E                                 | CUSIP: 12551CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $410430.50    | 0.06%             | 2030-04-20      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | CORN FUTURE       MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -6 | NC      | $-203550.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3030.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-11051.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $390.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | SPI 200 FUTURES   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         4 | NC      | $476051.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | S&P 500 ANNL DIV  DEC24 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1982 | NC      | $31266050.00  | 4.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/21/2023                                   | CUSIP: LMZSD0221<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74493.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1544.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STERICYCLE, INC.                                                                                         | STERICYCLE INC 144A 5.375000% 07/15/2024                                | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320154.25    | 0.04%             | 2024-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1660.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $3494.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                                                               | ALTICE FRANCE HOLDING SA 144A 10.500000% 05/15/2027                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | NUSS              | LU        |   2609000 | PA      | $1989362.50   | 0.28%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | US DOLLAR FUT     JAN23 CURRENCY FUTURE.                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |        -5 | NC      | $-49980.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc.                                                                     | RESTAURANT BRANDS INTERN COMMON STOCK                                   | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Short            | EC               |  | CA        |     -4147 | NS      | $-268186.49   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | EURO STOXX BANK   MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        15 | NC      | $77272.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | KOSPI2 INX FUT    MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KR        |        -6 | NC      | $-347390.27   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $2158.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17777.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                                           | TRIVIUM PACKAGING FINANCE BV 144A 8.500000% 08/15/2027                  | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | NUSS              | NL        |    596000 | PA      | $546844.85    | 0.08%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1446.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH, INC.                                                                                   | REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFE 9.750000% 12/01/2026 | CUSIP: 53219LAR0<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   4098000 | PA      | $3297701.58   | 0.46%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/2/2023                                    | CUSIP: LMZSD0202<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74549.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                                                                        | H&R BLOCK INC COMMON STOCK                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               |  | US        |     -3306 | NS      | $-120702.06   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | NYSE FANG+ IDX FU MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-22455.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1115.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                                               | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A 7.250000% 04/15/2025         | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    469000 | PA      | $433692.14    | 0.06%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-74.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                           | Wilshire Equity Multi-Factor Long TRS                                   | CUSIP: TRBNPFRL1<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    411932 | NC      | $-119460.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CHF SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $601.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                                                                           | SCOTTS MIRACLE-GRO CO/THE 4.375000% 02/01/2032                          | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $945139.62    | 0.13%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-35 AS                 | CUSIP: 38376WL37<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12879208 | PA      | $1007407.76   | 0.14%             | 2040-03-20      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 2/9/2023                                      | CUSIP: LMAHD0209<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-117975.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-2791.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                           | FX Forward Contract: BRL/USD SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |         1 | NC      | $627.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-7368.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5392.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                                                     | ESPRSO Delta Hedged TRS                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |    130299 | NC      | $139419.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                                                            | THERMO FISHER SCIENTIFIC INC COMMON STOCK                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      1604 | NS      | $883306.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | FTSE 100 IDX FUT  MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         3 | NC      | $270781.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                  | Markit iBoxx USD Liquid Leveraged Loans Total Return Index TRS          | CUSIP: TRS620560<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |   4999999 | NC      | $-65887.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC.                                                                              | MEDLINE BORROWER LP 144A 5.250000% 10/01/2029                           | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794270.00    | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-9425.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $97.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                                      | BROWN & BROWN INC COMMON STOCK                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               |  | US        |     14770 | NS      | $841446.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $252.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-30                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-592.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $828.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $6374.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2026.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/MXN SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $92.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-2064.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                         | CIFC FUNDING 2017-IV LTD CIFC 2017-4A D                                 | CUSIP: 12551KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $592410.00    | 0.08%             | 2030-10-24      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-4359.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                                            | VISTAJET MALTA FINANCE PLC / XO MANAGEMENT HOLDING 6.375000% 02/01/2030 | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | NUSS              | CH        |    793000 | PA      | $635847.23    | 0.09%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                                                                       | MATTHEWS INTERNATIONAL CORP 144A 5.250000% 12/01/2025                   | CUSIP: 577128AA9<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |    209000 | PA      | $196982.50    | 0.03%             | 2025-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1419.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $-4824.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $895.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CLP SETTLE 2023-01-17                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-176.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-36755.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION                                                                                       | CINTAS CORP COMMON STOCK                                                | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      3779 | NS      | $1706671.98   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $721.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                                         | BALL CORP COMMON STOCK                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               |  | US        |     52434 | NS      | $2681474.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/15/2023                                   | CUSIP: LMZSD0215<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74581.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | LOW SU GASOIL G   FEB23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $181200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/KRW SETTLE 2023-01-25                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3217.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $612.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 3/23/2023                                   | CUSIP: LMZSD0323<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-74345.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                                      | COCOA FUTURE      MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $78000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-23041.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6567.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | EURO STOXX 50     MAR23 PHYSICAL INDEX FUTURE.                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2 | NC      | $-81032.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $1419.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/CHF SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $623.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13095.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $4077.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                                       | FX Forward Contract: NZD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |         1 | NC      | $-973.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/3/2023                                    | CUSIP: LMZSD0203<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -2 | NC      | $-149105.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREAN WON                                                                                               | FX Forward Contract: KRW/USD SETTLE 2023-01-06                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |         1 | NC      | $3620.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-4470.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-469.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS, INC.                                                                                      | LITHIA MOTORS INC 144A 3.875000% 06/01/2029                             | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    280000 | PA      | $230190.80    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1955.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/BRL SETTLE 2023-01-04                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-497.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $6051.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-133 EI                | CUSIP: 38382ADT9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11259323 | PA      | $1974136.52   | 0.28%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH KRONE                                                                                            | FX Forward Contract: SEK/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SE        |         1 | NC      | $-1405.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/NOK SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $-446.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (JANUARY)                            | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  50000000 | PA      | $50123330.00  | 7.01%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 5182 IO                                          | CUSIP: 3137H5CA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15331222 | PA      | $2864306.07   | 0.40%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                              | FREDDIE MAC REMICS FHR 5192 PI                                          | CUSIP: 3137H5ER4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  36314738 | PA      | $4160132.89   | 0.58%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                                                                   | ALIGN TECHNOLOGY INC COMMON STOCK                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Short            | EC               |  | US        |      -124 | NS      | $-26151.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT MAR23                                                                                  | AUST 10Y BOND FUT MAR23 FINANCIAL COMMODITY FUTURE.                     | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |        -6 | NC      | $-472571.04   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ALUMINUM FUTURES 3 MONTHS                                                                                | ALUMINUM FUTURES 3 MONTHS 3/6/2023                                      | CUSIP: LMAHD0306<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -1 | NC      | $-59239.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-7505.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS, INC.                                                                                          | B&G FOODS INC 5.250000% 04/01/2025                                      | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1523188.66   | 0.21%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-10960.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $422.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTERNATIONAL S.C.A.                                                                              | HERMES INTERNATIONAL COMMON STOCK                                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               |  | FR        |       625 | NS      | $966746.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $7368.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                                         | AUTONATION INC COMMON STOCK                                             | CUSIP: 05329W102<br>LEI: N/A                  | Short            | EC               |  | US        |     -1250 | NS      | $-134125.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                                                               | MADISON PARK FUNDING LI LTD MDPK 2021-51A E                             | CUSIP: 55821HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1097337.50   | 0.15%             | 2034-07-19      | Floating      | 10.50%                | Yes           |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $404.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1743.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/INR SETTLE 2023-01-23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-794.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/NZD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $5475.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASCO CORPORATION                                                                                        | MASCO CORP COMMON STOCK                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Short            | EC               |  | US        |    -10718 | NS      | $-500209.06   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $3336.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY, INC.                                                                                               | ETSY INC COMMON STOCK                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               |  | US        |      -207 | NS      | $-24794.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                                     | FX Forward Contract: EUR/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |         1 | NC      | $51304.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/TWD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $767.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $509.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7530.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                               | WARNERMEDIA HOLDINGS INC 144A 5.050000% 03/15/2042                      | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $382541.10    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $418.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/JPY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-6787.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                                    | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |    627000 | PA      | $627000.00    | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                                                         | GATES GLOBAL LLC / GATES CORP 144A 6.250000% 01/15/2026                 | CUSIP: 36740LAA0<br>LEI: 549300XI79MQJV13DW27 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2117210.00   | 0.30%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-3239.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA, INC.                                                                                      | WASTE PRO USA INC 144A 5.500000% 02/15/2026                             | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    803000 | PA      | $709129.30    | 0.10%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                             | FX Forward Contract: JPY/GBP SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |         1 | NC      | $1200.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZINC 3 MONTH FUTURES (XLME)                                                                              | ZINC 3 MONTH FUTURES (XLME) 2/1/2023                                    | CUSIP: LMZSD0201<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         1 | NC      | $74546.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CAD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-240.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                                      | MILL WHEAT EURO   MAR23 PHYSICAL COMMODITY FUTURE.                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -3 | NC      | $-49655.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2411.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/AUD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-2888.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                        | FX Forward Contract: AUD/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $770.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $2083.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                                   | FX Forward Contract: GBP/EUR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $-32543.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                                               | DAVIDE CAMPARI-MILANO NV COMMON STOCK                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               |  | IT        |     60121 | NS      | $610355.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/ZAR SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5638.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                                        | FX Forward Contract: CNY/USD SETTLE 2023-01-03                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |         1 | NC      | $621.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                                          | FX Forward Contract: CAD/USD SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $7228.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1912.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                                                                           | BREAD FINANCIAL HOLDINGS INC 144A 4.750000% 12/15/2024                  | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $4881492.91   | 0.68%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                             | FX Forward Contract: USD/CNY SETTLE 2023-01-19                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1373.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL, LLC                                                                  | MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 144A 10.125000% 08/01/2024       | CUSIP: 18911YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1414485.00   | 0.20%             | 2024-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| SWISS FRANC                                                                                              | FX Forward Contract: CHF/USD SETTLE 2023-03-15                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |         1 | NC      | $-842.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** THE ADVISORS' INNER CIRCLE III

**Signature:** Andy Metzger

**Name of Signer:** Andy Metzger

**Title:** CFO