# EDGAR Filing Document

**Accession Number:** 0000319108
**File Stem:** 0001752724-23-039091
**Filing Date:** 2023-2
**Character Count:** 765333
**Document Hash:** c25add6abefc56b3ca5c65587bb0eb4c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039091.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0000319108
- **IRS NUMBER:** 133051800
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03091
- **FILM NUMBER:** 23665052

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Series Fund, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20000229

## Series and Classes Contracts Data

### BlackRock Global Allocation Portfolio (Series ID: S000003866)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000010832 | BlackRock Global Allocation Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Series Fund, Inc.

- **b. Investment Company Act file number:** 811-03091

- **c. CIK number of Registrant:** 0000319108

- **d. LEI of Registrant:** 5493003PV3Y6OZI6HR61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Global Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000003866

- **c. LEI of Series:** UZ13DDC8UQ8D6GN25U87

**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:** $169538643.15

**Total Liabilities:** $24854061.92

**Net Assets:** $144684581.23

**Amount of Assets Invested in Other Investment Companies:** $4939737.80

**Cash Not Reported:** $280842.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 425.60000000 | **1-Year:** 585.46000000 | **5-Year:** 2452.36000000 | **10-Year:** 5067.49000000 | **30-Year:** 1671.77000000

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

- **3-Month:** 9639.17000000 | **1-Year:** -839.59000000 | **5-Year:** 4246.52000000 | **10-Year:** 8289.51000000 | **30-Year:** -7821.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010832 | 3.51%                | 5.82%                | -2.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1662859.69             | $6382002.68                                |
| Month 2  | $-185652.92              | $7889169.88                                |
| Month 3  | $-833080.06              | $-3185305.15                               |

**Designated Index Information**

- **Index Name:** 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     994600 | PA      | $819457.16    | 0.57%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                                        | Wynn Las Vegas LLC                                                                                                           | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $19936.27     | 0.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Green Plains, Inc.                                                        | Green Plains, Inc.                                                                                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       1170 | NS      | $35685.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boparan Finance plc                                                       | Boparan Finance plc                                                                                                          | CUSIP: N/A<br>LEI: 213800GQSQIOBR3DHN70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $81543.68     | 0.06%             | 2025-11-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Amkor Technology, Inc.                                                    | Amkor Technology, Inc.                                                                                                       | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9896.19      | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Ubisoft Entertainment SA                                                  | Ubisoft Entertainment SA                                                                                                     | CUSIP: N/A<br>LEI: 969500I7C8V1LBIMSM05       | Long             | EC               | CORP              | FR        |        604 | NS      | $17063.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrols Restaurant Group, Inc.                                            | Carrols Restaurant Group, Inc.                                                                                               | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      15000 | PA      | $10512.93     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Glencore plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -9 | NC      | $-84.06       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1447623 | PA      | $-5727.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        337 | NS      | $34572.83     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      19000 | PA      | $14964.76     | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14338.43     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1933.51      | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00P7X77X8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-201.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc.                                                                                                             | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      35000 | PA      | $18823.77     | 0.01%             | 2027-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Comcast Corp.                                                                                                                | CUSIP: 00P7X9UB6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26 | NC      | $-260.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C7XDG27<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $305.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Genius Sports Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GG        |       1164 | NS      | $1047.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV7, Class A3A                                                                        | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207326 | PA      | $177239.90    | 0.12%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                           | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $92180.65     | 0.06%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class E                                                                              | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37000 | PA      | $33552.79     | 0.02%             | 2036-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freewire Warrants TA                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       6819 | NS      | $5318.82      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  133000000 | PA      | $1013421.65   | 0.70%             | 2023-01-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     852905 | PA      | $19336.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                                              | Nutrien Ltd.                                                                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        689 | NS      | $50301.07     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Partners Group Holding AG                                                 | Partners Group Holding AG                                                                                                    | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         17 | NS      | $15053.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                               | Citibank NA                                                                                                                  | CUSIP: 17330QAB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |     220000 | PA      | $219215.69    | 0.15%             | 2023-09-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                | CUSIP: 74948PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     220000 | PA      | $1824.84      | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rocket Lab USA, Inc.                                                      | Rocket Lab USA, Inc.                                                                                                         | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3465 | NS      | $13063.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $19933.04     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -8 | NC      | $9724.12      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         32 | NC      | $64.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                            | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $81649.45     | 0.06%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                    | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       5206 | NS      | $296481.70    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Babilou Family                                                            | Babilou Family, Facility Term Loan                                                                                           | CUSIP: C2921UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     214000 | PA      | $219125.23    | 0.15%             | 2027-11-17      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00P9LGXT7<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $621.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                            | Walgreens Boots Alliance, Inc.                                                                                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |        588 | NS      | $21967.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                | Pacific Gas & Electric Co.                                                                                                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      22500 | PA      | $17585.25     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2353778 | PA      | $-36511.01    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KraneShares Bosera MSCI China A 50 Connect Index ETF                      | KraneShares Bosera MSCI China A 50 Connect Index ETF                                                                         | CUSIP: 500767405<br>LEI: N/A                  | Long             |  | RF                | US        |       1141 | NS      | $29084.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank of Canada                                                   | National Bank of Canada                                                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |        387 | NS      | $26075.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV7, Class A4A                                                                        | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78290 | PA      | $52455.84     | 0.04%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3573336 | PA      | $-9353.09     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      47000 | PA      | $44886.82     | 0.03%             | 2026-04-02      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24605.50     | 0.02%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $6211.25      | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                       | Synchrony Financial                                                                                                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        595 | NS      | $19551.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30769.72     | 0.02%             | 2026-05-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Wuhan Raycus Fiber Laser Technologies Co. Ltd.                            | Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A                                                                      | CUSIP: N/A<br>LEI: 836800KV0RDX6LZWOS56       | Long             | EC               | CORP              | CN        |       5460 | NS      | $18634.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      10000 | PA      | $5826.20      | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          1 | NC      | $609.38       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems, Inc.                                              | Cadence Design Systems, Inc.                                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       1160 | NS      | $186342.40    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       3749 | PA      | $-5471.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00C9U0M76<br>LEI: N/A                  | N/A              | DE               |  | US        |         27 | NC      | $202.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirion Technologies, Inc.                                                 | Mirion Technologies, Inc.                                                                                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       1997 | NS      | $13200.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | PROOF Acquisition Corp. I                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2017 | NS      | $40.34        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     293788 | PA      | $3862.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                | Archer-Daniels-Midland Co.                                                                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       8500 | NS      | $789225.00    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                             | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1934.60      | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                           | American Auto Auction Group LLC, 1st Lien Term Loan                                                                          | CUSIP: 02403MAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81180 | PA      | $62427.42     | 0.04%             | 2027-12-30      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TE Connectivity Ltd.                                                                                                         | CUSIP: 00P9XZKP4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-870.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B1          | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      18000 | PA      | $16624.44     | 0.01%             | 2033-08-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3573336 | PA      | $-6567.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7804.74      | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Xerox Holdings Corp.                                                                                                         | CUSIP: 00P7XZHH0<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $62.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     611311 | PA      | $559910.17    | 0.39%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series KW09, Class X1 | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     462020 | PA      | $17561.44     | 0.01%             | 2029-05-25      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                       | Georgia-Pacific LLC                                                                                                          | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       1000 | PA      | $968.18       | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                                         | Herens Midco SARL                                                                                                            | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $73931.27     | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         24 | NC      | $36.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       3447 | NS      | $380204.10    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       2199 | NS      | $385066.89    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     183600 | PA      | $183858.19    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Experian plc                                                              | Experian plc                                                                                                                 | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        681 | NS      | $23064.34     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hippo Holdings, Inc.                                                                                                         | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |        938 | NS      | $30.02        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Novozymes A/S                                                             | Novozymes A/S, Class B                                                                                                       | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        100 | NS      | $5073.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     845663 | PA      | $-25872.82    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Neon Payments Ltd.                                                        | Neon Payments Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        319 | NS      | $154839.41    | 0.11%             |  |  |  | No            | 3                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $57954.72     | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                             | Walmart, Inc.                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       2375 | NS      | $336751.25    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00PAEPPC8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-4160.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        463 | NS      | $77858.08     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29396.79     | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Signal Parent, Inc.                                                       | Signal Parent, Inc., Term Loan                                                                                               | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      34736 | PA      | $20696.46     | 0.01%             | 2028-04-03      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                                               | Aetna, Inc.                                                                                                                  | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4856.87      | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       6466 | NS      | $820276.76    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Autodesk, Inc.                                                            | Autodesk, Inc.                                                                                                               | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      24000 | PA      | $20630.96     | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Nasdaq Biotechnology ETF                                                                                             | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |        153 | NS      | $20087.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00PA0ZGX5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-7605.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                | Crowdstrike Holdings, Inc., Class A                                                                                          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       1942 | NS      | $204473.18    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10341060 | PA      | $-0.74        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -13 | NC      | $-1586.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaco Holdings LLC                                                         | Vaco Holdings LLC, Term Loan                                                                                                 | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32752 | PA      | $31469.58     | 0.02%             | 2029-01-21      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund - Long Term Growth Fund                              | Luxembourg Life Fund - Long Term Growth Fund, Term Loan                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      91135 | PA      | $91025.86     | 0.06%             | 2038-01-01      | Variable      | 12.92%                | No            | 3                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-21M, Class E                                                                       | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51406 | PA      | $47119.52     | 0.03%             | 2036-10-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| DocuSign, Inc.                                                            | DocuSign, Inc.                                                                                                               | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9400.00      | 0.01%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc., Class C-2                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        296 | NS      | $19160.08     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| Evolution AB                                                              | Evolution AB                                                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        148 | NS      | $14415.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       3000 | PA      | $2789.40      | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                                                 | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40585.76     | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00C8QNHF1<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $445.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      35000 | PA      | $29533.00     | 0.02%             | 2027-06-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -293788 | PA      | $-1325.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23920.00     | 0.02%             | 2028-06-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00CA13Z42<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $3198.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      79000 | PA      | $74944.34     | 0.05%             | 2027-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.                                | Industrial & Commercial Bank of China Ltd., Class H                                                                          | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |      43000 | NS      | $22054.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubb Ltd.                                                                | Chubb Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |       1456 | NS      | $321193.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       1000 | PA      | $943.87       | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Taboola.com, Ltd.                                                         | Taboola.com, Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4995 | NS      | $15384.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sprott Private Resource Streaming & Royalty US LP                         | Sprott Private Resource Streaming & Royalty US LP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |     165662 | NS      | $216702.46    | 0.15%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -718560 | PA      | $-312.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SambaNova Systems, Inc., Series C                                         | SambaNova Systems, Inc., Series C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1720 | NS      | $109202.80    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                 | Unibail-Rodamco-Westfield                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |        101 | NS      | $5279.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Quality Municipal Income Trust                                    | Invesco Quality Municipal Income Trust                                                                                       | CUSIP: 46133G107<br>LEI: WLEGDSEH0E242WVNUY02 | Long             |  | RF                | US        |       1385 | NS      | $13046.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CA4KA48<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $4760.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class E                                                                  | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92939.71     | 0.06%             | 2036-11-15      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                                                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        155 | NS      | $7900.35      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      46000 | PA      | $44807.22     | 0.03%             | 2027-08-03      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EURO STOXX 50 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -24 | NC      | $52534.52     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     111000 | PA      | $107575.32    | 0.07%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Unique BidCo AB                                                           | Unique BidCo AB, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      70000 | PA      | $70248.28     | 0.05%             | 2029-03-11      | Variable      | 6.24%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      40000 | PA      | $26135.31     | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       2053 | NS      | $300025.42    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai                                  | Gree Electric Appliances, Inc. of Zhuhai, Class A                                                                            | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |      10300 | NS      | $47945.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47575.18     | 0.03%             | 2026-04-26      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                                                        | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      84000 | PA      | $70475.16     | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      23000 | PA      | $17569.42     | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      14592 | NS      | $1225728.00   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Versa Networks, Inc.                                                      | Versa Networks, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      14803 | NS      | $39524.01     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ovintiv, Inc.                                                             | Ovintiv, Inc.                                                                                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        449 | NS      | $22768.79     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      33000 | PA      | $28868.18     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-975.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Exo Imaging, Inc., Series C                                               | Exo Imaging, Inc., Series C                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      10664 | NS      | $31458.80     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class D                                                                              | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33000 | PA      | $30123.32     | 0.02%             | 2036-04-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      27000 | PA      | $20949.53     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                     | Sociedad Quimica y Minera de Chile SA                                                                                        | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |        427 | NS      | $34091.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| FleetCor Technologies, Inc.                                               | FleetCor Technologies, Inc.                                                                                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        107 | NS      | $19653.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00C7X8MX3<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $4500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                                                                      | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |        480 | NS      | $8173.36      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5655.62      | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00PA3VBD0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1875.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7JBK1<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $3435.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware, Inc.                                                              | VMware, Inc.                                                                                                                 | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      63000 | PA      | $51444.59     | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2743157 | PA      | $-10013.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3977.02      | 0.00%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                                                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         89 | NS      | $18860.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      29000 | PA      | $27634.84     | 0.02%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                             | CUSIP: 00C7XHNV6<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $10.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anglo American plc                                                        | Anglo American plc                                                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       4141 | NS      | $162161.09    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1546.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GCI LLC                                                                   | GCI LLC                                                                                                                      | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      12000 | PA      | $10080.97     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                                    | Tap Rock Resources LLC                                                                                                       | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |      77000 | PA      | $71617.70     | 0.05%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     852905 | PA      | $16059.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Flyr, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        264 | NS      | $3888.72      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                                           | Hilton Worldwide Holdings, Inc.                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       2391 | NS      | $302126.76    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AccessLex Institute                                                       | AccessLex Institute, Series 2007-A, Class A3                                                                                 | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |      21943 | PA      | $21274.84     | 0.01%             | 2036-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                          | Kingdom of Spain                                                                                                             | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     185000 | PA      | $176526.84    | 0.12%             | 2066-07-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     354161 | PA      | $2994.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class D                                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $51002.59     | 0.04%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals, Inc.                                          | Air Products and Chemicals, Inc.                                                                                             | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13393.16     | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      69643 | NS      | $848332.88    | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| Symrise AG                                                                | Symrise AG                                                                                                                   | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        700 | NS      | $76023.54     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                    | Northrop Grumman Corp.                                                                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       1607 | NS      | $876795.27    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35500.54     | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PACCAR Financial Corp.                                                    | PACCAR Financial Corp.                                                                                                       | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26115.30     | 0.02%             | 2025-10-03      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                                           | Lions Gate Capital Holdings LLC                                                                                              | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      22000 | PA      | $12755.53     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1716000 | PA      | $-4678.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        353 | NS      | $133091.59    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Morinaga Milk Industry Co. Ltd.                                           | Morinaga Milk Industry Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               | CORP              | JP        |        100 | NS      | $3797.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B25, Class A5                                                                          | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45616 | PA      | $37857.32     | 0.03%             | 2054-04-15      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9XFKX5<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $3201.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                 | CUSIP: 00C8ALPG1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-1095.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nan Ya Printed Circuit Board Corp.                                        | Nan Ya Printed Circuit Board Corp.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       2000 | NS      | $14696.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                        | SPDR Bloomberg High Yield Bond ETF                                                                                           | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |       1221 | NS      | $109890.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        247 | NS      | $5293.21      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSL Ltd.                                                                  | CSL Ltd.                                                                                                                     | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |         52 | NS      | $10139.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42947.94     | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1186 | NS      | $433886.24    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00C9XVPT4<br>LEI: N/A                  | N/A              | DE               |  | US        |         24 | NC      | $108.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6910.40      | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1894 | NS      | $13485.28     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Atlas Copco AB                                                            | Atlas Copco AB, Class A                                                                                                      | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       6123 | NS      | $72547.74     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43273.91     | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      67000 | PA      | $51333.75     | 0.04%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     162022 | PA      | $-1110.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-168952.98   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      53000 | PA      | $43139.53     | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | 3 Month SONIA Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         10 | NC      | $11443.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lookout, Inc., Series F                                                   | Lookout, Inc., Series F                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      21278 | NS      | $117241.78    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Adyen NV                                                                  | Adyen NV                                                                                                                     | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |        212 | NS      | $294308.98    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 1st Lien Term Loan                                                                                     | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      65040 | PA      | $44761.18     | 0.03%             | 2028-04-27      | Variable      | 9.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00P7XGYF7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-97.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kindstar Globalgene Technology, Inc.                                      | Kindstar Globalgene Technology, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      55500 | NS      | $20289.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1233601 | PA      | $1199594.46   | 0.83%             | 2024-04-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                                                                      | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1869.02      | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Exscientia plc                                                            | Exscientia plc                                                                                                               | CUSIP: 30223G102<br>LEI: 213800XOQHH5CV85AD30 | Long             | EC               | CORP              | GB        |       8550 | NS      | $45571.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Meituan                                                                   | Meituan, Class B                                                                                                             | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       1200 | NS      | $26587.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6844.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc., Class C                                                                                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      18507 | NS      | $1642126.11   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                                       | Cloud Software Group Holdings, Inc.                                                                                          | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     107000 | PA      | $90124.09     | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                          | CUSIP: 00P9TWUJ9<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $584.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      88601 | PA      | $4267.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Floor & Decor Holdings, Inc.                                              | Floor & Decor Holdings, Inc., Class A                                                                                        | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        470 | NS      | $32726.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Rounds, Inc.                                                        | Grand Rounds, Inc.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      67553 | NS      | $76334.89     | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BANK                                                                      | BANK, Series 2017-BNK9, Class A4                                                                                             | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17395 | PA      | $16098.97     | 0.01%             | 2054-11-15      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| PetroChina Co. Ltd.                                                       | PetroChina Co. Ltd., Class H                                                                                                 | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      18000 | NS      | $8222.28      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1447623 | PA      | $-8324.17     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Jeol Ltd.                                                                 | Jeol Ltd.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        200 | NS      | $5378.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Shell plc                                                                 | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      23045 | NS      | $653496.06    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -925643 | PA      | $-25060.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      31000 | PA      | $29949.84     | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Maxar Technologies, Inc.                                                  | Maxar Technologies, Inc.                                                                                                     | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41529.31     | 0.03%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00C7X8PC6<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $702.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Realty LP                                                          | Ventas Realty LP                                                                                                             | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35534.84     | 0.02%             | 2025-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00C9ZJGL6<br>LEI: N/A                  | N/A              | DE               |  | US        |       -111 | NC      | $-1665.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp.                                                                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      19373 | NS      | $896388.71    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit, Inc.                                                              | Intuit, Inc.                                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        595 | NS      | $231585.90    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Marvell Technology, Inc.                                                  | Marvell Technology, Inc.                                                                                                     | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9942.04      | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1885269 | PA      | $-73654.10    | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                       | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       1149 | NS      | $40134.57     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Adler Pelzer Holding GmbH                                                 | Adler Pelzer Holding GmbH                                                                                                    | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |     139000 | PA      | $124985.74    | 0.09%             | 2024-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31348.42     | 0.02%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1827 | PA      | $-2520.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36755.22     | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-24713.35    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      39000 | PA      | $36332.46     | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Venustech Group, Inc.                                                     | Venustech Group, Inc., Class A                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       6299 | NS      | $23698.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                    | 2020 Cash Mandatory Exchangeable Trust                                                                                       | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        277 | NS      | $316893.54    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                                                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        497 | NS      | $51727.76     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      69000 | PA      | $44038.28     | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Health Care Select Sector SPDR Fund                                       | Health Care Select Sector SPDR Fund                                                                                          | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |       1533 | NS      | $208258.05    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Bunge Ltd.                                                                | Bunge Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |       3791 | NS      | $378228.07    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake, Inc.                                                           | Snowflake, Inc., Class A                                                                                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        173 | NS      | $24832.42     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       4490 | NS      | $139534.82    | 0.10%             |  |  |  | No            | 2                  | On Loan: —       |
| Danone SA                                                                 | Danone SA                                                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       3465 | NS      | $182625.36    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      24000 | PA      | $19139.78     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                | Sprint LLC                                                                                                                   | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49685.31     | 0.03%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                  | SBA Communications Corp.                                                                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        149 | NS      | $41766.19     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Post Bank Co. Ltd.                                                  | Japan Post Bank Co. Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |       2000 | NS      | $17145.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lessen, Inc.                                                              | Lessen, Inc., Series B                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       6246 | NS      | $79823.88     | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | iShares Semiconductor ETF                                                                                                    | CUSIP: 00PA5RU95<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-1070.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK plc                                                                   | GSK plc                                                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       1451 | NS      | $25077.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amorepacific Corp.                                                        | Amorepacific Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       1180 | NS      | $129144.71    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -941852 | PA      | $-26622.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance plc                                        | BCP V Modular Services Finance plc                                                                                           | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |     128000 | PA      | $100707.94    | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Capital XIII                                                    | Citigroup Capital XIII                                                                                                       | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       5096 | NS      | $144726.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Mettler-Toledo International, Inc.                                        | Mettler-Toledo International, Inc.                                                                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         15 | NS      | $21681.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14006.17     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares 0-5 Year TIPS Bond ETF                                                                                               | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |       1425 | NS      | $138168.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      15439 | NS      | $2005989.27   | 1.39%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Chem Ltd.                                                              | LG Chem Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |        249 | NS      | $118904.80    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal                                                                                                             | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $30901.13     | 0.02%             | 2027-01-22      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2018-C6, Class A4                                                                | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16100 | PA      | $15305.24     | 0.01%             | 2051-11-10      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips NV                                                    | Koninklijke Philips NV                                                                                                       | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        575 | NS      | $8652.15      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Glencore plc                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          9 | NC      | $1064.66      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brenntag SE                                                               | Brenntag SE                                                                                                                  | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        319 | NS      | $20344.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     761939 | PA      | $195588.26    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        579 | NS      | $22904.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                                            | Earthstone Energy Holdings LLC                                                                                               | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      68000 | PA      | $65052.20     | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      61000 | PA      | $49402.03     | 0.03%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corp.                                                    | Novartis Capital Corp.                                                                                                       | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       1000 | PA      | $958.58       | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                   | Chesapeake Energy Corp.                                                                                                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        525 | NS      | $49544.25     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                                 | Grupo Aeroportuario del Sureste SAB de CV, Class B                                                                           | CUSIP: N/A<br>LEI: 5299001W7JIDXCUOUC82       | Long             | EC               | CORP              | MX        |        409 | NS      | $9529.17      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13684.66     | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                          | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      49000 | PA      | $42301.10     | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| KKR Industrial Portfolio Trust                                            | KKR Industrial Portfolio Trust, Series 2021-KDIP, Class A                                                                    | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14770 | PA      | $14269.34     | 0.01%             | 2037-12-15      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                               | Swedbank AB, Class A                                                                                                         | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       3359 | NS      | $57133.46     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                          | Bank of Montreal, Series H                                                                                                   | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      43000 | PA      | $42427.18     | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9610.40      | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Frontier North, Inc.                                                      | Frontier North, Inc., Series G                                                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $41400.00     | 0.03%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class A                                                                              | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $14369.51     | 0.01%             | 2036-04-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| SLM Private Education Loan Trust                                          | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                                    | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |     143442 | PA      | $153841.45    | 0.11%             | 2041-10-15      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                           | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23460.30     | 0.02%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27802.58     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| NMC Health plc                                                            | NMC Health plc                                                                                                               | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |       8338 | NS      | $0.10         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Devon Energy Corp.                                                        | Devon Energy Corp.                                                                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        635 | NS      | $39058.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                                                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8235 | NS      | $688446.00    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                                                              | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $96171.97     | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                         | LYB International Finance III LLC                                                                                            | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $12687.20     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         15 | NC      | $4425.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Recruit Holdings Co. Ltd.                                                 | Recruit Holdings Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       1477 | NS      | $46233.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Redstone HoldCo 2 LP                                                      | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                                     | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50000 | PA      | $24656.50     | 0.02%             | 2029-04-27      | Variable      | 12.11%                | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C32, Class A4                                                | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27000 | PA      | $25269.63     | 0.02%             | 2049-12-15      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13053.25     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00C7XKWF4<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $2445.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co.                                                    | Southwest Airlines Co.                                                                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        524 | NS      | $17643.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deep Instinct Ltd., Series D-2                                            | Deep Instinct Ltd., Series D-2                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      14760 | NS      | $101401.20    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class C                                                                     | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204000 | PA      | $170367.83    | 0.12%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| adidas AG                                                                 | adidas AG                                                                                                                    | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        182 | NS      | $24665.81     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     810004 | PA      | $-6488.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7215.09      | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      29000 | PA      | $19752.37     | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Sika AG                                                                   | Sika AG (Registered)                                                                                                         | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         26 | NS      | $6250.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39532.59     | 0.03%             | 2026-07-22      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp.                                                     | Thomson Reuters Corp.                                                                                                        | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $946.01       | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     384195 | PA      | $358031.40    | 0.25%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Toll Brothers, Inc.                                                       | Toll Brothers, Inc.                                                                                                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        369 | NS      | $18420.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00CA6HGJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $2115.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RIAL Issuer Ltd.                                                          | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                                   | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     100000 | PA      | $97574.87     | 0.07%             | 2037-01-19      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| La Francaise des Jeux SAEM                                                | La Francaise des Jeux SAEM                                                                                                   | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |        693 | NS      | $27885.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Salt Pay Co. Ltd.                                                         | Salt Pay Co. Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 724500PO8X1BOVZPJ332       | Long             | EC               | CORP              | NL        |         38 | NS      | $35774.34     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Seagate HDD Cayman                                                        | Seagate HDD Cayman                                                                                                           | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      20000 | PA      | $21936.00     | 0.02%             | 2032-12-01      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                             | Moody's Corp.                                                                                                                | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       8000 | PA      | $5034.92      | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6265.00      | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                                                | Microchip Technology, Inc.                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33236.97     | 0.02%             | 2024-02-15      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| JD.com, Inc.                                                              | JD.com, Inc., Class A                                                                                                        | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |        854 | NS      | $23840.81     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Compass Group plc                                                         | Compass Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |      22571 | NS      | $521210.29    | 0.36%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       2120 | NS      | $0.02         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                                                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         83 | NS      | $27899.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00PA44N20<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17 | NC      | $-3017.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7HXS4<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $19045.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingsoft Corp. Ltd.                                                       | Kingsoft Corp. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 529900UVT35D3Q7YQY41       | Long             | EC               | CORP              | KY        |       7000 | NS      | $23198.41     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                                                                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |         90 | NS      | $13496.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class C                                                              | CUSIP: 95001MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10347 | PA      | $8480.49      | 0.01%             | 2050-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                                    | Mercedes-Benz Group AG                                                                                                       | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       8540 | NS      | $558472.88    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp., Series N                                                                                              | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1000 | PA      | $884.70       | 0.00%             | 2027-03-11      | Variable      | 1.66%                 | No            | 2                  | On Loan: No      |
| Univar Solutions, Inc.                                                    | Univar Solutions, Inc.                                                                                                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        539 | NS      | $17140.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deep Instinct Ltd.                                                        | Deep Instinct Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        845 | NS      | $4917.90      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00PA12ET8<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26 | NC      | $-1807.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Treasury Wine Estates Ltd.                                                | Treasury Wine Estates Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       1312 | NS      | $12120.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SoFi Technologies, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          2 | NC      | $41.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                  | CUSIP: 00C9SEE52<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $30.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        157 | NS      | $23196.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                                                        | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $100977.55    | 0.07%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class G                                                                              | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39000 | PA      | $35768.72     | 0.02%             | 2036-04-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2048.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      37000 | PA      | $26360.25     | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      69085 | PA      | $-2869.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sani/Ikos Financial Holdings 1 SARL                                       | Sani/Ikos Financial Holdings 1 SARL                                                                                          | CUSIP: N/A<br>LEI: 213800TZMBQZ462Y8A24       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $99016.63     | 0.07%             | 2026-12-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| EssilorLuxottica SA                                                       | EssilorLuxottica SA                                                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |       2038 | NS      | $368741.87    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| Stem, Inc.                                                                | Stem, Inc.                                                                                                                   | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       6000 | PA      | $3772.80      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Dr Sulaiman Al Habib Medical Services Group Co.                           | Dr Sulaiman Al Habib Medical Services Group Co.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |         56 | NS      | $3270.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                | CUSIP: 00P83V6R0<br>LEI: N/A                  | N/A              | DE               |  | US        |        112 | NC      | $6384.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        406 | NS      | $18099.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Salesforce, Inc.                                                                                                             | CUSIP: 00C7XHNW4<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $7.50         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5                                                       | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $32426.38     | 0.02%             | 2052-03-10      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K105, Class X1 | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     278808 | PA      | $23117.28     | 0.02%             | 2030-01-25      | Variable      | 1.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                               | CUSIP: 00P9F4RD3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1057.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Hygeia Healthcare Holdings Co. Ltd.                                       | Hygeia Healthcare Holdings Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549001Z9KHQTRR29237       | Long             | EC               | CORP              | KY        |       3800 | NS      | $27112.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        810 | NS      | $51532.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C8SFHC3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -14 | NC      | $-21980.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                                                        | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      52000 | PA      | $50625.55     | 0.03%             | 2024-03-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       3646 | NS      | $644065.90    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavour Group Ltd.                                                      | Endeavour Group Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |       3585 | NS      | $15601.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       6889 | NS      | $764334.55    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2673.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Embraer SA                                                                | Embraer SA                                                                                                                   | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |       7128 | NS      | $19416.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc., Class A                                                                                                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3139 | NS      | $1091524.47   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      53000 | PA      | $47923.36     | 0.03%             | 2025-07-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                      | Caterpillar Financial Services Corp.                                                                                         | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28917.79     | 0.02%             | 2024-09-13      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14506.61     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                  | Lloyds Banking Group plc                                                                                                     | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    1149595 | NS      | $627349.64    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       2381 | NS      | $43834.21     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                                                                           | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4847.59      | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15188.24     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       4213 | NS      | $215874.12    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |       7887 | NS      | $449079.42    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                                               | Avaya, Inc., Term Loan B                                                                                                     | CUSIP: 05349UBE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      10000 | PA      | $5925.00      | 0.00%             | 2027-12-15      | Variable      | 14.34%                | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                      | Fomento Economico Mexicano SAB de CV                                                                                         | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |       5010 | NS      | $39169.35     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sky Ltd.                                                                  | Sky Ltd.                                                                                                                     | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |       2000 | PA      | $1952.24      | 0.00%             | 2024-09-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                                                             | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14080.05     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Zscaler, Inc.                                                             | Zscaler, Inc.                                                                                                                | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        856 | NS      | $95786.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.342       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  111945258 | NC      | $3556.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Pitney Bowes, Inc.                                                        | Pitney Bowes, Inc.                                                                                                           | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      84000 | PA      | $71810.76     | 0.05%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      53000 | PA      | $42018.56     | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                                         | Sonova Holding AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         82 | NS      | $19474.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                               | Taiwan Semiconductor Manufacturing Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      33000 | NS      | $479274.29    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                                                             | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8175.09      | 0.01%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6292.41      | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3719371 | PA      | $94478.15     | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Sendas Distribuidora SA                                                   | Sendas Distribuidora SA                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       3201 | NS      | $11804.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       9000 | PA      | $7829.74      | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                       | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35979.08     | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Remy Cointreau SA                                                         | Remy Cointreau SA                                                                                                            | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |         48 | NS      | $8093.46      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JD Health International, Inc.                                             | JD Health International, Inc.                                                                                                | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |       7200 | NS      | $65016.37     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28970.24     | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C80MS10<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-10.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12647.07     | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Kia Corp.                                                                 | Kia Corp.                                                                                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        205 | NS      | $9645.35      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Dongfeng Motor Group Co. Ltd.                                             | Dongfeng Motor Group Co. Ltd., Class H                                                                                       | CUSIP: N/A<br>LEI: 3003002JNYOYPX54GE50       | Long             | EC               | CORP              | CN        |       8000 | NS      | $4571.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Industria de Diseno Textil SA                                             | Industria de Diseno Textil SA                                                                                                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        843 | NS      | $22390.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      37000 | PA      | $31450.00     | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Jumpcloud, Inc., Series E-1                                               | Jumpcloud, Inc., Series E-1                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      51330 | NS      | $183248.10    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Legal & General Group plc                                                 | Legal & General Group plc                                                                                                    | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       3363 | NS      | $10082.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2362484 | PA      | $-38440.69    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1000 | PA      | $938.51       | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| Cie de Saint-Gobain                                                       | Cie de Saint-Gobain                                                                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |       6023 | NS      | $294650.26    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                                       | Sun Country Airlines Holdings, Inc.                                                                                          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       7468 | NS      | $118442.48    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SWF Holdings I Corp.                                                      | SWF Holdings I Corp., 1st Lien Term Loan                                                                                     | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17910 | PA      | $14587.70     | 0.01%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Tesla, Inc.                                                               | Tesla, Inc.                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       1956 | NS      | $240940.08    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ZOZO, Inc.                                                                | ZOZO, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        800 | NS      | $19756.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RXO, Inc.                                                                 | RXO, Inc.                                                                                                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       3548 | NS      | $61025.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Pandora A/S                                                               | Pandora A/S                                                                                                                  | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |        177 | NS      | $12510.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kering SA                                                                 | Kering SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |        795 | NS      | $404597.70    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Li Auto, Inc.                                                             | Li Auto, Inc., Class A                                                                                                       | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |        300 | NS      | $2900.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Jinxin Fertility Group Ltd.                                               | Jinxin Fertility Group Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549000NTC85I8X21O47       | Long             | EC               | CORP              | KY        |      28500 | NS      | $26203.25     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9885.14      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                            | Ford Motor Co.                                                                                                               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      64000 | PA      | $59094.88     | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Symbotic Corp. Class A Legended                                           | Symbotic Corp. Class A Legended, Class A                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1805 | NS      | $21551.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15727.39     | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | McKesson Corp.                                                                                                               | CUSIP: 00C9KDE60<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $480.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22770.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lululemon Athletica, Inc.                                                 | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        363 | NS      | $116297.94    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Capri Holdings Ltd.                                                       | Capri Holdings Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |        991 | NS      | $56804.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         20 | NC      | $30.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                                                                          | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32500.08     | 0.02%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                    | Freedom Mortgage Corp.                                                                                                       | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      39000 | PA      | $35880.00     | 0.02%             | 2024-11-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV                                                                                                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |       5000 | PA      | $5013.31      | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 00C8M2JS1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-208.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kingdom of Spain                                                          | Bonos and Obligaciones del Estado                                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     319000 | PA      | $312532.30    | 0.22%             | 2032-10-31      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | GBP Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -78623 | PA      | $-853.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29273.70     | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Industrial Select Sector SPDR Fund                                        | Industrial Select Sector SPDR Fund                                                                                           | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             |  | RF                | US        |        928 | NS      | $91138.88     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | Financial Select Sector SPDR Fund                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -13700 | NC      | $-955.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Temenos AG                                                                | Temenos AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        100 | NS      | $5501.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8874.98      | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1000 | PA      | $925.39       | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                 | Med Trust, Series 2021-MDLN, Class G                                                                                         | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131000 | PA      | $119710.79    | 0.08%             | 2038-11-15      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | Honda Motor Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |        700 | NS      | $15966.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      33000 | PA      | $34044.18     | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                     | Covanta Holding Corp.                                                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      14000 | PA      | $11469.78     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Imperial Oil Ltd.                                                         | Imperial Oil Ltd.                                                                                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |        334 | NS      | $16268.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12089.40     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| China Tourism Group Duty Free Corp. Ltd.                                  | China Tourism Group Duty Free Corp. Ltd., Class A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        700 | NS      | $21764.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                                                           | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      14000 | PA      | $13777.07     | 0.01%             | 2025-05-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       2506 | NS      | $233383.78    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp.                                                                 | LKQ Corp.                                                                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        129 | NS      | $6889.89      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dali Foods Group Co. Ltd.                                                 | Dali Foods Group Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 52990093PPQC644N7T38       | Long             | EC               | CORP              | KY        |       3000 | NS      | $1364.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sonder Corp.                                                              | Sonder Corp.                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     158176 | PA      | $142563.88    | 0.10%             | 2027-01-19      | Floating      | 11.10%                | No            | 3                  | On Loan: No      |
| United Parcel Service, Inc.                                               | United Parcel Service, Inc., Class B                                                                                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       3337 | NS      | $580104.08    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                      | MS&AD Insurance Group Holdings, Inc.                                                                                         | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        200 | NS      | $6393.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59358.99     | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7HZ29<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-5460.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Wynn Las Vegas LLC                                                        | Wynn Las Vegas LLC                                                                                                           | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $3609.88      | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12683.23     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Genuine Parts Co.                                                         | Genuine Parts Co.                                                                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         89 | NS      | $15442.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Full House Resorts, Inc.                                                  | Full House Resorts, Inc.                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2655.93      | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Hexagon AB                                                                | Hexagon AB, Class B                                                                                                          | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       5512 | NS      | $57793.83     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                               | CUSIP: 00PABU3M2<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $158.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                                                                           | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11623.90     | 0.01%             | 2026-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -7438743 | PA      | $-125198.35   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                            | Hewlett Packard Enterprise Co.                                                                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        618 | NS      | $9863.28      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                                                                 | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |       1000 | PA      | $956.32       | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fanatics Holdings, Inc.                                                   | Fanatics Holdings, Inc.                                                                                                      | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       4437 | NS      | $337966.29    | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3792898 | PA      | $-121798.79   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Florida LLC                                                      | Frontier Florida LLC, Series E                                                                                               | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      61000 | PA      | $56170.63     | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KT3<br>LEI: N/A                  | N/A              | DE               |  | US        |         41 | NC      | $881.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial, Inc.                                             | Raymond James Financial, Inc.                                                                                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       2281 | NS      | $243724.85    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Want Want China Holdings Ltd.                                             | Want Want China Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |       6000 | NS      | $3998.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aier Eye Hospital Group Co. Ltd.                                          | Aier Eye Hospital Group Co. Ltd., Class A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       4879 | NS      | $21850.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1416646 | PA      | $-8461.45     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                           | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     129000 | PA      | $128598.70    | 0.09%             | 2023-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                            | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             |  | RF                | US        |      15427 | NS      | $1304969.93   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     295500 | PA      | $264103.13    | 0.18%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     535000 | PA      | $40154.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2323.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         70 | NS      | $23115.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Polski Koncern Naftowy ORLEN SA                                           | Polski Koncern Naftowy ORLEN SA                                                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |        536 | NS      | $7874.55      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       1508 | NS      | $1097361.47   | 0.76%             |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Gold Shares                                                          | SPDR Gold Shares                                                                                                             | CUSIP: 78463V107<br>LEI: N/A                  | Long             |  | RF                | US        |       1814 | NS      | $307726.96    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank                                                       | First Republic Bank                                                                                                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        167 | NS      | $20355.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleperformance                                                           | Teleperformance                                                                                                              | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         38 | NS      | $9084.49      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Kirk Beauty SUN GmbH                                                      | Kirk Beauty SUN GmbH                                                                                                         | CUSIP: N/A<br>LEI: 9845005056B369360745       | Long             | DBT              | CORP              | DE        |     114307 | PA      | $73844.21     | 0.05%             | 2026-10-01      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                 | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       1000 | PA      | $876.89       | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29571.02     | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15361.34     | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12 | NC      | $-6414.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00P8CJ549<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $21.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        163 | PA      | $-4.89        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10122.37     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57293 | PA      | $55553.73     | 0.04%             | 2027-03-16      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  726700000 | PA      | $5538494.88   | 3.83%             | 2023-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Glencore plc                                                              | Glencore plc                                                                                                                 | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      95432 | NS      | $636402.34    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ovintiv, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9 | NC      | $225.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A                                               | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14000 | PA      | $13964.78     | 0.01%             | 2039-08-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5990852 | PA      | $-24761.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayer AG                                                                  | Bayer AG (Registered)                                                                                                        | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        210 | NS      | $10808.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C8RZJE4<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $8407.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lions Gate Entertainment Corp.                                            | Lions Gate Entertainment Corp., Class A                                                                                      | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       3241 | NS      | $18506.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C9K6623<br>LEI: N/A                  | N/A              | DE               |  | US        |         25 | NC      | $800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp. Japan                                                        | Oracle Corp. Japan                                                                                                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        200 | NS      | $13004.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd.                                                  | QBE Insurance Group Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       2543 | NS      | $23069.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40582.87     | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $7904.88      | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00P7Y72Q7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-2130.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Otis Worldwide Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-90.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3135.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                          | Kasikornbank PCL                                                                                                             | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |     200000 | PA      | $189225.00    | 0.13%             | 2025-10-14      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| Microport Cardioflow Medtech Corp.                                        | Microport Cardioflow Medtech Corp.                                                                                           | CUSIP: N/A<br>LEI: 254900V03B971A7FK886       | Long             | EC               | CORP              | KY        |      83000 | NS      | $27570.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                     | Parker-Hannifin Corp.                                                                                                        | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      49000 | PA      | $43756.91     | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-127.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15004.53     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                              | GS Mortgage Securities Trust, Series 2020-GC47, Class AS                                                                     | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35754 | PA      | $28855.49     | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14642.02     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        368 | NS      | $17369.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Capital Corp.                                              | American Water Capital Corp.                                                                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      34000 | PA      | $29397.58     | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| VAT Group AG                                                              | VAT Group AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         23 | NS      | $6313.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kobayashi Pharmaceutical Co. Ltd.                                         | Kobayashi Pharmaceutical Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |        200 | NS      | $13708.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Schneider Electric SE                                                     | Schneider Electric SE                                                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        158 | NS      | $22188.67     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -473000 | PA      | $-15478.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                       | Elmwood CLO II Ltd., Series 2019-2A, Class BR                                                                                | CUSIP: 29001LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $239587.15    | 0.17%             | 2034-04-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23805.00     | 0.02%             | 2027-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR REMIC Trust                        | Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA1, Class B1                                               | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $15079.13     | 0.01%             | 2042-01-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |        158 | NS      | $23230.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       9000 | PA      | $6904.75      | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dynatrace, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-450.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3792898 | PA      | $-0.71        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trane Technologies plc                                                    | Trane Technologies plc                                                                                                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        173 | NS      | $29079.57     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Dynatrace, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9 | NC      | $135.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                             | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $49714.89     | 0.03%             | 2024-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $43609.50     | 0.03%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     354161 | PA      | $6113.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class B                                                                              | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27000 | PA      | $25248.13     | 0.02%             | 2036-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Affinity Gaming                                                           | Affinity Gaming                                                                                                              | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $11021.91     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | China Merchants Bank Co. Ltd., Class H                                                                                       | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |       4000 | NS      | $22135.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Lincoln National Corp.                                                    | Lincoln National Corp.                                                                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        368 | NS      | $11304.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Haidilao International Holding Ltd.                                       | Haidilao International Holding Ltd.                                                                                          | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |      10000 | NS      | $28520.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12035.62     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -33 | NC      | $-19189.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9635.00      | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| VeriSign, Inc.                                                            | VeriSign, Inc.                                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        766 | NS      | $157367.04    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        124 | NS      | $19584.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nice Ltd.                                                                 | Nice Ltd.                                                                                                                    | CUSIP: 653656108<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       1984 | NS      | $381523.20    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| Hermes International                                                      | Hermes International                                                                                                         | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |        140 | NS      | $216699.35    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      31000 | PA      | $29721.88     | 0.02%             | 2025-02-04      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                          | Kinder Morgan Energy Partners LP                                                                                             | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20776.01     | 0.01%             | 2023-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00P7XJD15<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-162.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      91000 | PA      | $70495.56     | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                                                                     | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       1470 | NS      | $8613.34      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -13 | NC      | $-598.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -901647 | PA      | $-15756.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00C832CC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         12 | NC      | $78.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                           | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $79803.25     | 0.06%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Travelers Cos., Inc. (The)                                                | Travelers Cos., Inc. (The)                                                                                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        184 | NS      | $34498.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel SpA                                                                  | Enel SpA                                                                                                                     | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       4776 | NS      | $25686.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                                                                 | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     135000 | PA      | $131266.74    | 0.09%             | 2024-07-30      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       4421 | PA      | $698297.57    | 0.48%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $23942.46     | 0.02%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class F                                                                              | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24000 | PA      | $22014.80     | 0.02%             | 2036-04-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3917.25      | 0.00%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                              | Chipotle Mexican Grill, Inc.                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         46 | NS      | $63824.54     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00PA4HRZ4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-2780.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Adobe, Inc.                                                               | Adobe, Inc.                                                                                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        583 | NS      | $196196.99    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -35 | NC      | $-1400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2014-CR21, Class A3                                                                        | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30729 | PA      | $29574.04     | 0.02%             | 2047-12-10      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Align Technology, Inc.                                                                                                       | CUSIP: 00P7Y6KC0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-330.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         11 | NC      | $-26966.15    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                                                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        493 | NS      | $22535.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2017-C41, Class B                                                              | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24845 | PA      | $21727.40     | 0.02%             | 2050-11-15      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Diageo plc                                                                | Diageo plc                                                                                                                   | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |      -1024 | NS      | $-44822.40    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                             | Canadian National Railway Co.                                                                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        121 | NS      | $14373.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class F                                                                                          | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $36792.76     | 0.03%             | 2034-01-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| SambaNova Systems, Inc., Series D                                         | SambaNova Systems, Inc., Series D                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        554 | NS      | $35173.46     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35392.50     | 0.02%             | 2024-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                      | Liberty Media Corp.-Liberty SiriusXM, Class A                                                                                | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5825 | NS      | $228980.75    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      85000 | PA      | $105.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00P7XGYK6<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $399.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shanghai Jinjiang International Hotels Co. Ltd.                           | Shanghai Jinjiang International Hotels Co. Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 300300KOJEHP8FQX5092       | Long             | EC               | CORP              | CN        |       2400 | NS      | $20177.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                | Warnermedia Holdings, Inc.                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16503.06     | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                         | Wolters Kluwer NV                                                                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         85 | NS      | $8894.01      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        130 | NS      | $32254.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Shionogi & Co. Ltd.                                                       | Shionogi & Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        300 | NS      | $14967.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     218994 | NS      | $1.49         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $6120.04      | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                              | ViaSat, Inc.                                                                                                                 | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      28000 | PA      | $25433.80     | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class A4                                                                     | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $8613.02      | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Verge Genomics                                                            | Verge Genomics                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12367 | NS      | $58495.91     | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2019-XL, Class J                                                                        | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $80797.48     | 0.06%             | 2036-10-15      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      33000 | PA      | $30453.18     | 0.02%             | 2026-08-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6533.20      | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        988 | NS      | $423614.88    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Suzano SA                                                                 | Suzano SA                                                                                                                    | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |        625 | NS      | $5792.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Group, Inc.                                                     | TransDigm Group, Inc.                                                                                                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        108 | NS      | $68002.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00C9PN5F3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -25 | NC      | $-62.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                                                  | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43517.70     | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Agricultural Bank of China Ltd.                                           | Agricultural Bank of China Ltd., Class H                                                                                     | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |      46000 | NS      | $15736.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      24000 | PA      | $19106.68     | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        | 1234050000 | PA      | $9405826.98   | 6.50%             | 2023-03-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00PABF9X5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-832.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     387996 | PA      | $-4804.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                                          | Pernod Ricard SA                                                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Short            | EC               | CORP              | FR        |       -240 | NS      | $-47213.45    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rotor Acquisition Corp.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        724 | NS      | $36.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dream Finders Homes, Inc.                                                 | Dream Finders Homes, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        285 | NS      | $259706.25    | 0.18%             |  |  |  | No            | 3                  | On Loan: No      |
| FANUC Corp.                                                               | FANUC Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       3200 | NS      | $478869.06    | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                                                                     | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        150 | NS      | $19448.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Inflation Linked Notes                                                                                         | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2215959 | PA      | $2168881.14   | 1.50%             | 2024-01-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7757.43      | 0.01%             | 2025-04-24      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| USB Capital IX                                                            | USB Capital IX                                                                                                               | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      31000 | PA      | $24412.49     | 0.02%             | 2023-01-30      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                           | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15899.57     | 0.01%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                    | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      11908 | NS      | $452504.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      63000 | PA      | $58717.30     | 0.04%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Informatica, Inc.                                                         | Informatica, Inc., Class A                                                                                                   | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3309 | NS      | $53903.61     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Shelf Drilling North Sea Holdings Ltd.                                    | Shelf Drilling North Sea Holdings Ltd.                                                                                       | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      37000 | PA      | $36440.38     | 0.03%             | 2025-10-31      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4311.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Vopak NV                                                      | Koninklijke Vopak NV                                                                                                         | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |        441 | NS      | $13118.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       1000 | PA      | $949.26       | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                            | Commerzbank AG                                                                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       9386 | NS      | $87755.54     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      86000 | PA      | $80759.13     | 0.06%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2016-C5, Class C                                                                     | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9003.27      | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Snam SpA                                                                  | Snam SpA                                                                                                                     | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       1462 | NS      | $7089.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Total Return Basket Swap                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    -137535 | NS      | $16171.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2020-L4, Class A3                                                                     | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28603 | PA      | $24098.99     | 0.02%             | 2053-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                                                                  | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      94000 | PA      | $89645.77     | 0.06%             | 2026-12-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      89000 | PA      | $85591.77     | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Invesco Municipal Opportunity Trust                                       | Invesco Municipal Opportunity Trust                                                                                          | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             |  | RF                | US        |       1407 | NS      | $13943.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21616.07     | 0.01%             | 2025-08-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                    | BP plc                                                                                                                       | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       6169 | NS      | $35594.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                                                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        404 | NS      | $25286.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb, Inc.                                                              | Airbnb, Inc., Class A                                                                                                        | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        184 | NS      | $15732.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniper SE                                                                 | Uniper SE                                                                                                                    | CUSIP: N/A<br>LEI: 549300UXRTWGIBZQ4J67       | Long             | EC               | CORP              | DE        |       1491 | NS      | $4101.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                     | Federal National Mortgage Association ACES, Series 2018-M13, Class A2                                                        | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13827 | PA      | $13166.79     | 0.01%             | 2030-09-25      | Variable      | 3.74%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      64000 | PA      | $59518.99     | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Flyreel, Inc.                                                             | Flyreel, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      95977 | PA      | $104086.93    | 0.07%             | 2023-07-20      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Broadcom Corp.                                                            | Broadcom Corp.                                                                                                               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $52023.96     | 0.04%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                        | Ryder System, Inc.                                                                                                           | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1902.39      | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bytedance Ltd., Series E-1                                                | Bytedance Ltd., Series E-1                                                                                                   | CUSIP: N/A<br>LEI: 2138001IW2EIZVJQ2K36       | Long             | EP               | CORP              | GB        |       2458 | NS      | $405095.39    | 0.28%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                                | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $56837.37     | 0.04%             | 2038-04-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -722609 | PA      | $-1856.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       1000 | PA      | $864.60       | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4857447 | PA      | $-20153.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                              | LyondellBasell Industries NV, Class A                                                                                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       2237 | NS      | $185738.11    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Glodon Co. Ltd.                                                           | Glodon Co. Ltd., Class A                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       3200 | NS      | $27663.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Corteva, Inc.                                                             | Corteva, Inc.                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        608 | NS      | $35738.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $14905.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OD Intermediate SUBI Holdco II LLC                                        | OD Intermediate SUBI Holdco II LLC, Term Loan                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     207894 | PA      | $194172.75    | 0.13%             | 2026-04-01      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                 | CUSIP: 00P7XCFA8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -1 | NC      | $-770.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1611619 | PA      | $103522.35    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5196306 | PA      | $-18819.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -93585 | PA      | $-354.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                         | Kronos Acquisition Holdings, Inc., Term Loan                                                                                 | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      14850 | PA      | $14293.13     | 0.01%             | 2026-12-22      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                                                                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       1362 | NS      | $24774.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| STWD Trust                                                                | STWD Trust, Series 2021-FLWR, Class E                                                                                        | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $23432.23     | 0.02%             | 2036-07-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                                                 | Hanwha Aerospace Co. Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |        297 | NS      | $17295.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp                                                                                                          | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      28000 | PA      | $26547.69     | 0.02%             | 2028-04-25      | Variable      | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     988200 | PA      | $-42629.27    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Splunk, Inc.                                                              | Splunk, Inc.                                                                                                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |        326 | NS      | $28065.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      60000 | PA      | $41861.47     | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1860.69      | 0.00%             | 2026-10-06      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-441.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nongfu Spring Co. Ltd.                                                    | Nongfu Spring Co. Ltd., Class H                                                                                              | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       1200 | NS      | $6758.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00CA2EZL9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -26 | NC      | $-780.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telia Co. AB                                                              | Telia Co. AB                                                                                                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      12911 | NS      | $32991.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cox Communications, Inc.                                                  | Cox Communications, Inc.                                                                                                     | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36710.06     | 0.03%             | 2025-02-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        117 | NC      | $11407.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                           | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89919 | PA      | $82733.75     | 0.06%             | 2060-04-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Brazil ETF                                                                                                      | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       3320 | NS      | $92860.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      28000 | PA      | $28017.71     | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19657.11     | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                       | DBGS Mortgage Trust, Series 2018-BIOD, Class F                                                                               | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91376 | PA      | $86098.54     | 0.06%             | 2035-05-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1412498 | PA      | $-47484.64    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        413 | NS      | $138330.22    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Vita Global Finco Ltd.                                                    | Vita Global Finco Ltd., Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      66560 | PA      | $67686.69     | 0.05%             | 2028-01-01      | Variable      | 9.44%                 | No            | 3                  | On Loan: No      |
| APA Corp.                                                                 | APA Corp.                                                                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        262 | NS      | $12230.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                                                          | Amazon.com, Inc.                                                                                                             | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      13000 | PA      | $10446.01     | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KX4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -20 | NC      | $-70.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Aiven, Inc.                                                               | Aiven, Inc., Series D                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        647 | NS      | $65709.32     | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Pharmaron Beijing Co. Ltd.                                                | Pharmaron Beijing Co. Ltd., Class H                                                                                          | CUSIP: N/A<br>LEI: 300300JYXHGVS5SNGG54       | Long             | EC               | CORP              | CN        |       1150 | NS      | $7902.04      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       1000 | PA      | $867.79       | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Linde plc                                                                 | Linde plc                                                                                                                    | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |        430 | NS      | $140257.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                                                               | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      24000 | PA      | $22936.80     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Charter Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $4515.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       4342 | NS      | $294387.60    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17408.32     | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Latch, Inc.                                                               | Latch, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4082 | NS      | $2897.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                                                                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        611 | NS      | $51226.24     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57399.56     | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AutoZone, Inc.                                                            | AutoZone, Inc.                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         12 | NS      | $29594.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries, Inc.                                                      | PPG Industries, Inc.                                                                                                         | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12409.40     | 0.01%             | 2026-03-15      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| AGL Energy Ltd.                                                           | AGL Energy Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |       5337 | NS      | $29215.21     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC, Term Loan                                                                                           | CUSIP: 87422LAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      82000 | PA      | $82461.66     | 0.06%             | 2023-11-13      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41947.50     | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co. Ltd.                                                       | SK Telecom Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |        519 | NS      | $19469.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Anhui Gujing Distillery Co. Ltd.                                          | Anhui Gujing Distillery Co. Ltd., Class B                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        100 | NS      | $1600.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13757.69     | 0.01%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                  | CUSIP: 00PADVKZ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $37.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2854.53      | 0.00%             | 2026-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                      | Otis Worldwide Corp.                                                                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       1521 | NS      | $119109.51    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| iHeartMedia, Inc.                                                         | iHeartMedia, Inc., Class A                                                                                                   | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         60 | NS      | $367.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         26 | NC      | $6305.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       1000 | PA      | $938.17       | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7760.02      | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Innovid Corp., Class A                                                                                                       | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |        375 | NS      | $150.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Offerpad Solutions, Inc.                                                                                                     | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       1681 | NS      | $37.82        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13657.03     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ford Motor Co.                                                                                                               | CUSIP: 00PADMU97<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $351.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       1286 | PA      | $-1759.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd.                                                     | Tencent Holdings Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       9300 | NS      | $394323.38    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| LONGi Green Energy Technology Co. Ltd.                                    | LONGi Green Energy Technology Co. Ltd., Class A                                                                              | CUSIP: N/A<br>LEI: 300300NRGAITUP1EZ248       | Long             | EC               | CORP              | CN        |       2585 | NS      | $15723.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ovintiv, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -9 | NC      | $-630.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154K5<br>LEI: N/A                  | N/A              | DE               |  | US        |       -117 | NC      | $-2457.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Great Wall Motor Co. Ltd.                                                 | Great Wall Motor Co. Ltd., Class H                                                                                           | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |      12000 | NS      | $15458.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5099.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortive Corp.                                                             | Fortive Corp.                                                                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      10322 | NS      | $663188.50    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoya Corp.                                                                | Hoya Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       2459 | NS      | $235519.54    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                 | T-Fund, Institutional Class                                                                                                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    2619502 | NS      | $2619501.98   | 1.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                           | Live Nation Entertainment, Inc.                                                                                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        229 | NS      | $15970.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GoTo Group, Inc.                                                          | GoTo Group, Inc., 1st Lien Term Loan                                                                                         | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |      98123 | PA      | $62725.19     | 0.04%             | 2027-08-31      | Variable      | 9.14%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         77 | NS      | $43053.01     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00CA10Y07<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-180.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp.                                                            | McKesson Corp.                                                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        352 | NS      | $132042.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Datadog, Inc.                                                             | Datadog, Inc., Class A                                                                                                       | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       1070 | NS      | $78645.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00P7Y72P9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-584.50      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1 | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394771 | PA      | $23662.36     | 0.02%             | 2030-10-25      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                                      | Kyowa Kirin Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        300 | NS      | $6871.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dynatrace, Inc.                                                           | Dynatrace, Inc.                                                                                                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2483 | NS      | $95098.90     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2817.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ANSYS, Inc.                                                               | ANSYS, Inc.                                                                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        473 | NS      | $114272.07    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA                                                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       1888 | NS      | $47357.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Unimicron Technology Corp.                                                | Unimicron Technology Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       6000 | NS      | $23293.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FreeWire Technologies, Inc.                                               | FreeWire Technologies, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      62454 | PA      | $57301.55     | 0.04%             | 2025-03-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Indian Oil Corp. Ltd.                                                     | Indian Oil Corp. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 335800J8OBWE4VFUDG88       | Long             | EC               | CORP              | IN        |       4444 | NS      | $4104.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2600.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                 | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                          | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44216 | PA      | $31437.02     | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       7759 | NS      | $851860.61    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms, Inc.                                                      | Meta Platforms, Inc., Class A                                                                                                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        292 | NS      | $35139.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                                                                            | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      14000 | PA      | $12962.35     | 0.01%             | 2025-05-24      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Amoy Diagnostics Co. Ltd.                                                 | Amoy Diagnostics Co. Ltd., Class A                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       6180 | NS      | $23579.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Median BV                                                                 | Median BV, Facility Term Loan B1                                                                                             | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     100000 | PA      | $90006.65     | 0.06%             | 2027-10-14      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                             | Koninklijke Ahold Delhaize NV                                                                                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       1827 | NS      | $52528.60     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| United Airlines Holdings, Inc.                                            | United Airlines Holdings, Inc.                                                                                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        487 | NS      | $18359.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                            | Air Products & Chemicals, Inc.                                                                                               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       2015 | NS      | $621143.90    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp.                                                    | Costco Wholesale Corp.                                                                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       1203 | NS      | $549169.50    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5264512 | PA      | $144968.58    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Yifeng Pharmacy Chain Co. Ltd.                                            | Yifeng Pharmacy Chain Co. Ltd., Class A                                                                                      | CUSIP: N/A<br>LEI: 300300CZZIF44N1EZO06       | Long             | EC               | CORP              | CN        |       1482 | NS      | $13675.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | TPB Acquisition Corp. I                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |        718 | NS      | $337.96       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31900.02     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                                    | East Japan Railway Co.                                                                                                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        300 | NS      | $17087.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                                                                    | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14665.80     | 0.01%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                      | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                                                              | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96363 | PA      | $95853.62     | 0.07%             | 2039-10-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                     | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17386.00     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| United States Oil Fund LP                                                 | United States Oil Fund LP                                                                                                    | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Long             |  | RF                | US        |       1602 | NS      | $112316.22    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Global Payments, Inc.                                                     | Global Payments, Inc.                                                                                                        | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4704.22      | 0.00%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Shanghai Fosun Pharmaceutical Group Co. Ltd.                              | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H                                                                        | CUSIP: N/A<br>LEI: 300300DMUYLW3FP1OT73       | Long             | EC               | CORP              | CN        |       3000 | NS      | $9562.48      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10000 | PA      | $-289.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                         | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17120.91     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        296 | PA      | $-559.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American Platinum Ltd.                                              | Anglo American Platinum Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |        174 | NS      | $14521.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP2, Class F                                                                                       | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93480.36     | 0.06%             | 2036-11-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Samsung SDI Co. Ltd.                                                      | Samsung SDI Co. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 9884002AESDO4YW87G32       | Long             | EC               | CORP              | KR        |        350 | NS      | $164339.88    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                                                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      10000 | NS      | $8144.98      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15425.06     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       1495 | NS      | $815151.90    | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-169294.87   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| VF Corp.                                                                  | VF Corp.                                                                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |       1025 | NS      | $28300.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1264.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B2          | CUSIP: 35564KDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $14334.77     | 0.01%             | 2033-08-25      | Floating      | 9.93%                 | No            | 2                  | On Loan: No      |
| Burberry Group plc                                                        | Burberry Group plc                                                                                                           | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |        763 | NS      | $18550.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                                                                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        473 | NS      | $47872.33     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson plc                                                  | Willis Towers Watson plc                                                                                                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |         92 | NS      | $22501.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                    | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3720.84      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Forno d'Asolo SpA                                                         | Forno d'Asolo SpA                                                                                                            | CUSIP: N/A<br>LEI: 81560063C1143F7B5254       | Long             | DBT              | CORP              | IT        |     178000 | PA      | $167675.29    | 0.12%             | 2027-04-30      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     332277 | PA      | $15461.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Qantas Airways Ltd.                                                       | Qantas Airways Ltd.                                                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |       3330 | NS      | $13478.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                          | CUSIP: 00P9TWUE0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-70.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                       | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8941.24      | 0.01%             | 2025-11-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                     | ECL Entertainment LLC, Term Loan B                                                                                           | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      49250 | PA      | $49086.00     | 0.03%             | 2028-05-01      | Variable      | 11.88%                | No            | 2                  | On Loan: No      |
| Castor SpA                                                                | Castor SpA                                                                                                                   | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $103400.97    | 0.07%             | 2029-02-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                            | QUALCOMM, Inc.                                                                                                               | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      88000 | PA      | $91618.53     | 0.06%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00C7XDVS3<br>LEI: N/A                  | N/A              | DE               |  | US        |        -85 | NC      | $-255.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-XL2, Class F                                                                       | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113059 | PA      | $105545.74    | 0.07%             | 2038-10-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc.                                                 | Peloton Interactive, Inc., Class A                                                                                           | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       4129 | NS      | $32784.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Orient Overseas International Ltd.                                        | Orient Overseas International Ltd.                                                                                           | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       1000 | NS      | $18023.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                        | Marathon Oil Corp.                                                                                                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      17020 | NS      | $460731.40    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Hangzhou Robam Appliances Co. Ltd.                                        | Hangzhou Robam Appliances Co. Ltd., Class A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      13000 | NS      | $52041.08     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      21000 | PA      | $16781.05     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      24000 | PA      | $20126.79     | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32136.86     | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |       2656 | NS      | $195561.28    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  287700000 | PA      | $2192756.32   | 1.52%             | 2023-02-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-281618.22   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingspan Group plc                                                        | Kingspan Group plc                                                                                                           | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        573 | NS      | $31024.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Exxon Mobil Corp.                                                                                                            | CUSIP: 00P9G1F90<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-279.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                                                                          | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     108835 | NS      | $241114.30    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C8G6LL1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-11010.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     114000 | PA      | $111059.91    | 0.08%             | 2023-08-03      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7472.41      | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp., Class A                                                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      10657 | NS      | $372675.29    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | First Quantum Minerals Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          3 | NC      | $46.53        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2503.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C7Y8KW6<br>LEI: N/A                  | N/A              | DE               |  | US        |         20 | NC      | $90.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1017000 | PA      | $1010484.84   | 0.70%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New Home Co., Inc. (The)                                                  | New Home Co., Inc. (The)                                                                                                     | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14535.00     | 0.01%             | 2025-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                | Kawasaki Kisen Kaisha Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        300 | NS      | $6352.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fortinet, Inc.                                                            | Fortinet, Inc.                                                                                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       3676 | NS      | $179719.64    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        902 | NS      | $21844.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-Bobl                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          4 | NC      | $-15341.18    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Russell 2000 E-Mini Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $-3165.30     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                                                                         | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $14487.79     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       1200 | NS      | $37172.33     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                                                           | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43725.00     | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MediaTek, Inc.                                                            | MediaTek, Inc.                                                                                                               | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |       1000 | NS      | $20218.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00PA6FY62<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-1770.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     991000 | PA      | $-7974.99     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      57000 | PA      | $56131.02     | 0.04%             | 2026-07-24      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      52000 | PA      | $50444.02     | 0.03%             | 2024-03-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53900.00     | 0.04%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15780.04     | 0.01%             | 2024-09-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5958506 | PA      | $-24270.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                  | Lumen Technologies, Inc.                                                                                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        805 | NS      | $4202.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Nationstar Mortgage Holdings, Inc.                                        | Nationstar Mortgage Holdings, Inc.                                                                                           | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $28539.40     | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mazda Motor Corp.                                                         | Mazda Motor Corp.                                                                                                            | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |       1500 | NS      | $11244.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                            | CUSIP: 00C7XFKC5<br>LEI: N/A                  | N/A              | DE               |  | US        |          8 | NC      | $13020.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $933.43       | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6318000 | PA      | $-449931.03   | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| STMicroelectronics NV                                                     | STMicroelectronics NV                                                                                                        | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |       1921 | NS      | $68264.78     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Canada                                                                    | Canadian Government Bond                                                                                                     | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1062000 | PA      | $704096.59    | 0.49%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital plc                                               | GlaxoSmithKline Capital plc                                                                                                  | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      51000 | PA      | $49613.19     | 0.03%             | 2024-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      59000 | PA      | $56679.33     | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Ulta Beauty, Inc.                                                         | Ulta Beauty, Inc.                                                                                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         55 | NS      | $25798.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                                                           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |       3064 | NS      | $36369.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group, Inc.                                     | Public Service Enterprise Group, Inc.                                                                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        131 | NS      | $8026.37      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vedanta Ltd.                                                              | Vedanta Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |       2262 | NS      | $8418.97      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6480.79      | 0.00%             | 2025-12-10      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | AstraZeneca plc                                                                                                              | CUSIP: 00C7X9SM9<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $5130.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REI Agro Ltd.                                                             | REI Agro Ltd.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |     152000 | PA      | $0.02         | 0.00%             | 2014-11-13      | Fixed         | 5.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     904299 | PA      | $-49152.67    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      70000 | PA      | $65251.83     | 0.05%             | 2025-06-23      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |       8098 | NS      | $836043.49    | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                       | Expedia Group, Inc.                                                                                                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        247 | NS      | $21637.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CAD1A73<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $1665.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2479.04      | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp.                                                           | TC Energy Corp.                                                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       2928 | NS      | $116730.75    | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| BX Trust                                                                  | BX Trust, Series 2019-OC11, Class E                                                                                          | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89000 | PA      | $68853.23     | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Financial Select Sector SPDR Fund                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      13700 | NC      | $14663.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                             | Ursa Major Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1487 | NS      | $9855.24      | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ONEOK Partners LP                                                         | ONEOK Partners LP                                                                                                            | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77855.31     | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JM Smucker Co. (The)                                                      | JM Smucker Co. (The)                                                                                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Short            | EC               | CORP              | US        |       -412 | NS      | $-65285.52    | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -90629 | PA      | $-4921.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00CA3VFS7<br>LEI: N/A                  | N/A              | DE               |  | US        |         18 | NC      | $2484.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freed Corp.                                                               | Freed Corp.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     124632 | PA      | $119957.87    | 0.08%             | 2023-12-01      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     103000 | PA      | $67779.04     | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154G4<br>LEI: N/A                  | N/A              | DE               |  | US        |        117 | NC      | $7780.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Finco BV                                                           | Apollo Finco BV, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |     149000 | PA      | $124407.70    | 0.09%             | 2028-10-02      | Variable      | 5.08%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00PA3U0F9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -18 | NC      | $-4725.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      33000 | PA      | $26168.14     | 0.02%             | 2030-10-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-CIP, Class E                                                                       | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $91976.69     | 0.06%             | 2038-12-15      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Dexcom, Inc.                                                              | Dexcom, Inc.                                                                                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       1676 | NS      | $189790.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                   | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4805.20      | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         14 | NC      | $266.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard, Inc.                                                 | Activision Blizzard, Inc.                                                                                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |       1179 | NS      | $90252.45     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      74000 | PA      | $45147.41     | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      19000 | PA      | $14880.84     | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       8688 | NS      | $358727.52    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00CABH4H5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-2340.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C9RX9S7<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $3980.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ganfeng Lithium Group Co. Ltd.                                            | Ganfeng Lithium Group Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |       9640 | NS      | $71464.36     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $829.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockwell Automation, Inc.                                                 | Rockwell Automation, Inc.                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        712 | NS      | $183389.84    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                  | CUSIP: 74877UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     462748 | PA      | $462748.00    | 0.32%             | 2026-10-01      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Newmont Corp.                                                             | Newmont Corp.                                                                                                                | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       9000 | PA      | $7651.21      | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BayCurrent Consulting, Inc.                                               | BayCurrent Consulting, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        400 | NS      | $12452.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6717.27      | 0.00%             | 2025-05-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class E                                                                        | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99572 | PA      | $94826.09     | 0.07%             | 2038-07-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11511.52     | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      49000 | PA      | $43210.21     | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28782.55     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc., Series D                                                                                                      | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30900.57     | 0.02%             | 2023-09-15      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp.                                                      | Xerox Holdings Corp.                                                                                                         | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      81000 | PA      | $74563.74     | 0.05%             | 2025-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00C960Z95<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $475.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altar BidCo, Inc.                                                         | Altar BidCo, Inc., 2nd Lien Term Loan                                                                                        | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      60000 | PA      | $50850.00     | 0.04%             | 2030-02-01      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       1223 | NS      | $58263.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         36 | NC      | $47250.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marcolin SpA                                                              | Marcolin SpA                                                                                                                 | CUSIP: N/A<br>LEI: 815600C8D55034EB5379       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $92058.70     | 0.06%             | 2026-11-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     190317 | PA      | $14514.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | KLA Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $1860.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -7052954 | PA      | $-58526.37    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                           | Starbucks Corp.                                                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       3735 | NS      | $370512.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals plc                                                  | Jazz Pharmaceuticals plc, Term Loan                                                                                          | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      32149 | PA      | $31822.32     | 0.02%             | 2028-05-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $60549.44     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                        | CUSIP: 00CAB0ZK1<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $124.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class A                                                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       5400 | NS      | $199350.07    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EVgo, Inc.                                                                                                                   | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       1130 | NS      | $754.61       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp.                                                           | Open Text Corp.                                                                                                              | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      49000 | PA      | $49000.00     | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Wartsila OYJ Abp                                                          | Wartsila OYJ Abp                                                                                                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       1613 | NS      | $13600.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Loadsmart, Inc.                                                           | Loadsmart, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        955 | NS      | $13618.30     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                        | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        687 | NS      | $398.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        662 | NS      | $119596.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Hundsun Technologies, Inc.                                                | Hundsun Technologies, Inc., Class A                                                                                          | CUSIP: N/A<br>LEI: 3003003LS77D1DRDDE25       | Long             | EC               | CORP              | CN        |       6489 | NS      | $37804.02     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      34000 | PA      | $30253.22     | 0.02%             | 2028-01-13      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2766.90      | 0.00%             | 2025-12-06      | Variable      | 1.53%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13465.00     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1020.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00C9SERE9<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $195.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00C9959M1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-60.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K109, Class X1 | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117767 | PA      | $10167.53     | 0.01%             | 2030-04-25      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        664 | NS      | $89042.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00CA154L3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -117 | NC      | $-1638.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CA4KA97<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-788.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      94000 | PA      | $88813.62     | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Gores Holdings VIII, Inc., Class A                                                                                           | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |        178 | NS      | $0.05         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00C9P91P6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-90.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -6974000 | PA      | $-35400.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10966300 | PA      | $-287992.62   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Microsoft Corp.                                                                                                              | CUSIP: 00C8CH8F9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-318.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Corp.                                                          | Mitsubishi Corp.                                                                                                             | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       1100 | NS      | $35711.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MNTN Digital                                                              | MNTN Digital                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2388 | NS      | $22924.80     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Loadsmart, Inc., Series C                                                 | Loadsmart, Inc., Series C                                                                                                    | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |      10057 | NS      | $143412.82    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00P7XCCA1<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc.                           | Emerald Technologies (U.S.) Acquisitionco, Inc., Term Loan B                                                                 | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      32381 | PA      | $30438.38     | 0.02%             | 2027-12-29      | Variable      | 10.67%                | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      10012 | PA      | $-197.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      33000 | PA      | $26164.75     | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00P9RVSV9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-858.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                      | Edison International                                                                                                         | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16708.50     | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway, Inc.                                                  | Berkshire Hathaway, Inc., Class B                                                                                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        204 | NS      | $63015.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                                                                 | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15829.51     | 0.01%             | 2023-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Yonyou Network Technology Co. Ltd.                                        | Yonyou Network Technology Co. Ltd., Class A                                                                                  | CUSIP: N/A<br>LEI: 30030017NBX3U80ANB35       | Long             | EC               | CORP              | CN        |       9400 | NS      | $32728.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                  | Samsung Fire & Marine Insurance Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |         50 | NS      | $7912.00      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       5232 | NS      | $444824.64    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever plc                                                              | Unilever plc                                                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      16364 | NS      | $826183.03    | 0.57%             |  |  |  | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                | GATX Corp.                                                                                                                   | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       1000 | PA      | $907.33       | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-65008.29    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Databricks, Inc., Series G                                                | Databricks, Inc., Series G                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1740 | NS      | $89053.20     | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                                                         | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      33000 | PA      | $30040.77     | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00PA7GTH1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-7620.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Principal Life Global Funding II                                          | Principal Life Global Funding II                                                                                             | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       1000 | PA      | $944.55       | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Norsk Hydro ASA                                                           | Norsk Hydro ASA                                                                                                              | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       4166 | NS      | $31129.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2020-AA, Class A                                                                      | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $95169.21     | 0.07%             | 2034-08-21      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                     | Breeze Aviation Group, Inc., Series B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        236 | NS      | $67288.32     | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ball Corp.                                                                | Ball Corp.                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        180 | NS      | $9205.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S, Class B                                                                                                    | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       1562 | NS      | $212143.91    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1808.45      | 0.00%             | 2026-02-12      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| George Weston Ltd.                                                        | George Weston Ltd.                                                                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         90 | NS      | $11166.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                    | Dell International LLC                                                                                                       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $37745.77     | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      37000 | PA      | $22881.74     | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                           | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                                                          | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      73502 | PA      | $66772.57     | 0.05%             | 2026-02-02      | Variable      | 9.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     616864 | PA      | $12215.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00PA3U0E2<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-2034.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                                              | Vertex Pharmaceuticals, Inc.                                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         74 | NS      | $21369.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RMIT Cash Management LLC                                                  | RMIT Cash Management LLC                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $170700.00    | 0.12%             | 2033-10-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        405 | NS      | $80692.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SITC International Holdings Co. Ltd.                                      | SITC International Holdings Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       6000 | NS      | $13298.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                            | Hydrofarm Holdings Group, Inc., Term Loan                                                                                    | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      20790 | PA      | $17671.50     | 0.01%             | 2028-10-25      | Variable      | 9.89%                 | No            | 3                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     225000 | PA      | $171791.01    | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00C9XYSA6<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $650.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      64000 | PA      | $59410.96     | 0.04%             | 2026-04-22      | Variable      | 2.08%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                    | Waste Management, Inc.                                                                                                       | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      32000 | PA      | $29849.88     | 0.02%             | 2027-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                  | Contemporary Amperex Technology Co. Ltd., Class A                                                                            | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       3800 | NS      | $215080.97    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                                                                 | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      46000 | PA      | $43831.45     | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Schlumberger Ltd.                                                         | Schlumberger Ltd.                                                                                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       8957 | NS      | $478841.22    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        186 | NS      | $14654.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29286.33     | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $889.13       | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Volta Greentech AB                                                        | Volta Greentech AB, Series C                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        228 | NS      | $29219.17     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Applied Materials, Inc.                                                   | Applied Materials, Inc.                                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       2875 | NS      | $279967.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial, Inc.                                                | Prudential Financial, Inc.                                                                                                   | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      44000 | PA      | $43230.00     | 0.03%             | 2043-06-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                         | National Grid plc                                                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |        510 | NS      | $6109.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23000.41     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        794 | NS      | $249504.62    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      80000 | PA      | $294.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7320501 | PA      | $-5373.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Telefonica Deutschland Holding AG                                         | Telefonica Deutschland Holding AG                                                                                            | CUSIP: N/A<br>LEI: 391200ECRPJ3SWQJUM30       | Long             | EC               | CORP              | DE        |       4276 | NS      | $10501.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DRI Holding, Inc.                                                         | DRI Holding, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27790 | PA      | $23795.19     | 0.02%             | 2028-12-21      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                                    | Dr Ing hc F Porsche AG (Preference)                                                                                          | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |       1633 | NS      | $164791.83    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      49000 | PA      | $45740.41     | 0.03%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -4 | NC      | $35905.71     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DirectV Financing LLC                                                     | DirectV Financing LLC, Term Loan                                                                                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      42673 | PA      | $41454.76     | 0.03%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| TPB Acquisition Corp. I                                                   | TPB Acquisition Corp. I, Class A                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       2154 | NS      | $21626.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      17000 | PA      | $15280.62     | 0.01%             | 2028-01-27      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $999.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C9RX8A7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-225.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP Euro CLO DAC                                                          | OCP Euro CLO DAC, Series 2017-2X, Class B                                                                                    | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $101787.44    | 0.07%             | 2032-01-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                                                 | Epiroc AB, Class A                                                                                                           | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |       3403 | NS      | $61965.60     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00P7XEFQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-535.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      13266 | NS      | $448788.78    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                       | Bank of New York Mellon Corp. (The)                                                                                          | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28600.59     | 0.02%             | 2024-10-24      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lions Gate Entertainment Corp.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $75.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentine Republic                                                        | Argentine Republic (The)                                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     330689 | PA      | $83333.63     | 0.06%             | 2035-07-09      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Deep Instinct, Ltd.                                                       | Deep Instinct, Ltd.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      11985 | NS      | $82336.95     | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                             | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155988 | PA      | $147629.18    | 0.10%             | 2038-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Brown-Forman Corp.                                                        | Brown-Forman Corp., Class B                                                                                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        342 | NS      | $22462.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                                                                | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       7000 | PA      | $3936.04      | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances, Inc.                                  | International Flavors & Fragrances, Inc.                                                                                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       2584 | NS      | $270906.56    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings, Inc.                                                  | Yum China Holdings, Inc.                                                                                                     | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        400 | NS      | $22335.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3792898 | PA      | $-128919.67   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                      | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105930 | PA      | $97786.35     | 0.07%             | 2038-06-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        199 | NS      | $35718.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM Acquisition LLC, 1st Lien Term Loan                                                                                      | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      82423 | PA      | $71270.19     | 0.05%             | 2027-12-17      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       3804 | NS      | $38610.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10341060 | PA      | $-1.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-MFM1, Class E                                                                                          | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $18594.49     | 0.01%             | 2034-01-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                               | Cigna Corp.                                                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        191 | NS      | $63285.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20370.17     | 0.01%             | 2026-10-21      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Kose Corp.                                                                | Kose Corp.                                                                                                                   | CUSIP: N/A<br>LEI: 353800NX4GGAVDHHY664       | Long             | EC               | CORP              | JP        |       1300 | NS      | $141249.21    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Adobe, Inc.                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          1 | NC      | $3.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4375793 | PA      | $-18038.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| F5, Inc.                                                                  | F5, Inc.                                                                                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       2167 | NS      | $310986.17    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      66000 | PA      | $52141.73     | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Chr Hansen Holding A/S                                                    | Chr Hansen Holding A/S                                                                                                       | CUSIP: N/A<br>LEI: 549300MKPW8ZF3E8MW37       | Long             | EC               | CORP              | DK        |         67 | NS      | $4819.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51572.41     | 0.04%             | 2025-06-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      26000 | PA      | $22698.09     | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36232.28     | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Seagate Technology Holdings plc                                           | Seagate Technology Holdings plc                                                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        361 | NS      | $18992.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   13742000 | PA      | $456539.00    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Sega Sammy Holdings, Inc.                                                 | Sega Sammy Holdings, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 5493006B6WMKNQ8QNP51       | Long             | EC               | CORP              | JP        |       1800 | NS      | $27179.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                                                      | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92763.48     | 0.06%             | 2038-05-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                                                                | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28177.70     | 0.02%             | 2025-11-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co.                                                                                                     | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31270.28     | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDI                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       6680 | PA      | $0.82         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada                                                                                                         | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      32000 | PA      | $30412.75     | 0.02%             | 2027-05-04      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2799.35      | 0.00%             | 2028-01-20      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                                  | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       4700 | NS      | $26106.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Cruise, Series G                                                          | Cruise, Series G                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       2891 | NS      | $41341.30     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Inspired Entertainment Financing plc                                      | Inspired Entertainment Financing plc                                                                                         | CUSIP: N/A<br>LEI: 894500C0TCVBHY3RSJ33       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112432.35    | 0.08%             | 2026-06-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares China Large-Cap ETF                                                                                                  | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       6037 | NS      | $170847.10    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co.                                                           | Halliburton Co.                                                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       2859 | NS      | $112501.65    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4724.29      | 0.00%             | 2025-10-22      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-122.05      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Delta Air Lines, Inc.                                                     | Delta Air Lines, Inc.                                                                                                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        994 | NS      | $32662.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      10379 | NS      | $1224722.00   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre GLBL, Inc.                                                          | Sabre GLBL, Inc.                                                                                                             | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38848.95     | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                               | Extended Stay America Trust, Series 2021-ESH, Class D                                                                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199143 | PA      | $190650.82    | 0.13%             | 2038-07-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        123 | PA      | $130.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                  | Bristol-Myers Squibb Co.                                                                                                     | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44441.57     | 0.03%             | 2024-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                         | Vantage Towers AG                                                                                                            | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |      16008 | NS      | $548618.29    | 0.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Japan                                                                     | Japan Treasury Bill                                                                                                          | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |  449050000 | PA      | $3421693.08   | 2.36%             | 2023-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        124 | NS      | $16819.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                                                                 | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22466.64     | 0.02%             | 2024-03-13      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3521.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      75000 | PA      | $349.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61423.48     | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         17 | NC      | $2677.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Align Technology, Inc.                                                                                                       | CUSIP: 00C7X8GY8<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $345.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76153.30     | 0.05%             | 2025-04-25      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co., Series L                                                                                                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         46 | NS      | $54510.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-312086.82   | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                          | S&P Global, Inc.                                                                                                             | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      33000 | PA      | $30138.60     | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       9496 | NS      | $790636.96    | 0.55%             |  |  |  | No            | 1                  | On Loan: —       |
| TWDC Enterprises 18 Corp.                                                 | TWDC Enterprises 18 Corp.                                                                                                    | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |       1000 | PA      | $958.10       | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Carnival Corp.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $183.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Global, Inc.                                                        | Berry Global, Inc.                                                                                                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2888.27      | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                          | Caresyntax, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       8336 | PA      | $8336.00      | 0.01%             | 2024-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3902.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Research Institute Ltd.                                            | Nomura Research Institute Ltd.                                                                                               | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        900 | NS      | $21396.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Park Hotels & Resorts, Inc.                                               | Park Hotels & Resorts, Inc.                                                                                                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |        997 | NS      | $11754.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies, Inc.                                                 | Akamai Technologies, Inc.                                                                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        100 | NS      | $8430.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarcos Technology & Robotics                                              | Sarcos Technology & Robotics                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      27575 | NS      | $15477.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co., Series K                                                                                     | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      31000 | PA      | $28988.71     | 0.02%             | 2024-08-01      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                                                                  | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      33000 | PA      | $29956.68     | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Nippon Yusen KK                                                           | Nippon Yusen KK                                                                                                              | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        600 | NS      | $14148.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       1000 | PA      | $954.34       | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Edwards Lifesciences Corp.                                                | Edwards Lifesciences Corp.                                                                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       2842 | NS      | $212041.62    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                                                              | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      87000 | PA      | $80519.71     | 0.06%             | 2027-03-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13 | NC      | $3666.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       3328 | PA      | $-6124.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         27 | NC      | $-35728.41    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ziggo BV                                                                  | Ziggo BV, Term Loan                                                                                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     311120 | PA      | $306188.85    | 0.21%             | 2029-01-31      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                             | iShares MSCI Emerging Markets ETF                                                                                            | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             |  | RF                | US        |        429 | NS      | $16259.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco QQQ Trust 1                                                       | Invesco QQQ Trust 1, Series 1                                                                                                | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             |  | RF                | US        |       1100 | NS      | $292908.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp.                                                              | Masimo Corp.                                                                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        401 | NS      | $59327.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowlton Development Corp., Inc.                                          | Knowlton Development Corp., Inc., Term Loan                                                                                  | CUSIP: C4953EAF2<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     186504 | PA      | $194486.52    | 0.13%             | 2025-12-22      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TJX Cos., Inc. (The)                                                                                                         | CUSIP: 00C7XKPG0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-1865.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| J&J Ventures Gaming LLC                                                   | J&J Ventures Gaming LLC, Term Loan                                                                                           | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      35079 | PA      | $33500.64     | 0.02%             | 2028-04-26      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| ASMPT Ltd.                                                                | ASMPT Ltd.                                                                                                                   | CUSIP: N/A<br>LEI: 529900PYFA1HFYKPT360       | Long             | EC               | CORP              | KY        |       1000 | NS      | $7102.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                   | Micron Technology, Inc.                                                                                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       6891 | NS      | $344412.18    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFJG8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-9.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 00CA10XX6<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $180.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       9000 | PA      | $7203.46      | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Green Plains Operating Co. LLC                                            | Green Plains Operating Co. LLC, Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     119000 | PA      | $117369.70    | 0.08%             | 2026-07-20      | Variable      | 8.83%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00CA1YD89<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-810.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFGV8<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $492.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                                                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        614 | NS      | $108321.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      94000 | PA      | $82846.02     | 0.06%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -1445219 | PA      | $-13741.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                  | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                            | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174147 | PA      | $147338.59    | 0.10%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      47000 | PA      | $45806.65     | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Diversey Holdings Ltd.                                                    | Diversey Holdings Ltd.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       9074 | NS      | $38655.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1942672 | PA      | $-8410.82     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-MP, Class A                                                                      | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17000 | PA      | $14812.60     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7445.63      | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         56 | NC      | $-17445.38    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TML Holdings Pte. Ltd.                                                    | TML Holdings Pte. Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |     200000 | PA      | $178600.00    | 0.12%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -10529025 | PA      | $-208671.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BASF SE                                                                   | BASF SE                                                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        331 | NS      | $16297.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegion plc                                                              | Allegion plc                                                                                                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |        443 | NS      | $46630.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      64000 | PA      | $59892.44     | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00C81SFH5<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $9230.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     143300 | PA      | $16547.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Epic Games, Inc.                                                          | Epic Games, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        330 | NS      | $259950.90    | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      66000 | PA      | $64688.99     | 0.04%             | 2023-09-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       1178 | NS      | $51254.78     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      44000 | PA      | $39652.67     | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                             | Voya CLO Ltd., Series 2017-3A, Class A1R                                                                                     | CUSIP: 92915QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $145249.80    | 0.10%             | 2034-04-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C9SZKC3<br>LEI: N/A                  | N/A              | DE               |  | US        |          9 | NC      | $328.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrefour SA                                                              | Carrefour SA                                                                                                                 | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        629 | NS      | $10520.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                         | Caterpillar, Inc.                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         33 | NS      | $7905.48      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Financial Group, Inc.                                                  | KB Financial Group, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |        272 | NS      | $10421.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $29147.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp.                                                  | Zebra Technologies Corp., Class A                                                                                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         34 | NS      | $8717.94      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dr. Martens plc                                                           | Dr. Martens plc                                                                                                              | CUSIP: N/A<br>LEI: 213800QPT8YM6NQZPH28       | Long             | EC               | CORP              | GB        |       2283 | NS      | $5181.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DS Parent, Inc.                                                           | DS Parent, Inc., Term Loan B                                                                                                 | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      41800 | PA      | $39727.56     | 0.03%             | 2028-12-10      | Variable      | 9.92%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48704.33     | 0.03%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       6251 | NS      | $1034415.48   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Terumo Corp.                                                              | Terumo Corp.                                                                                                                 | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       1200 | NS      | $34020.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                                  | Infineon Technologies AG                                                                                                     | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       2971 | NS      | $90294.42     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00C9ZY337<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-71.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Amazon.com, Inc.                                                                                                             | CUSIP: 00CA3VJL8<br>LEI: N/A                  | N/A              | DE               |  | US        |         13 | NC      | $4940.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos., Inc. (The)                                                      | TJX Cos., Inc. (The)                                                                                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       4164 | NS      | $331454.40    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         28 | NC      | $-238121.55   | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $35577.95     | 0.02%             | 2024-09-13      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     295492 | PA      | $79930.59     | 0.06%             | 2030-07-09      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                      | Coterra Energy, Inc.                                                                                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       1500 | NS      | $36855.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FLYR, Inc.                                                                | FLYR, Inc.                                                                                                                   | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | DBT              | CORP              | US        |      49000 | PA      | $45325.00     | 0.03%             | 2027-01-20      | Fixed         | 7.74%                 | No            | 3                  | On Loan: No      |
| Huntington Bancshares, Inc.                                               | Huntington Bancshares, Inc.                                                                                                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      59000 | PA      | $56198.81     | 0.04%             | 2028-08-04      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| XPO, Inc.                                                                 | XPO, Inc.                                                                                                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       3375 | NS      | $112353.75    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services, Inc.                                        | West Pharmaceutical Services, Inc.                                                                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         92 | NS      | $21652.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceNow, Inc.                                                          | ServiceNow, Inc.                                                                                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       1088 | NS      | $422437.76    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Merck & Co., Inc.                                                                                                            | CUSIP: 00C7XFHK1<br>LEI: N/A                  | N/A              | DE               |  | US        |        -13 | NC      | $-14787.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp.                                                    | Norfolk Southern Corp.                                                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         93 | NS      | $22917.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1 | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99576 | PA      | $8018.45      | 0.01%             | 2030-07-25      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                             | GlaxoSmithKline Capital, Inc.                                                                                                | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31246.18     | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Zero Mass Water, Inc., Series C-1                                         | Zero Mass Water, Inc., Series C-1                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4463 | NS      | $119519.14    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                                                              | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15664.28     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                       | Cisco Systems, Inc.                                                                                                          | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       1000 | PA      | $931.05       | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lightning eMotors, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2348 | NS      | $174.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance LLC                                              | Hilton Worldwide Finance LLC, Term Loan B2                                                                                   | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     150877 | PA      | $150276.67    | 0.10%             | 2026-06-22      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                           | Intercontinental Exchange, Inc.                                                                                              | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31905.72     | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.33        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  111945258 | NC      | $3812.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1856.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11499.15     | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44737.79     | 0.03%             | 2025-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Archer-Daniels-Midland Co.                                                                                                   | CUSIP: 00C9JXD51<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-55.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TBEA Co. Ltd.                                                             | TBEA Co. Ltd., Class A                                                                                                       | CUSIP: N/A<br>LEI: 300300NIEBMOQ4DNLE36       | Long             | EC               | CORP              | CN        |       2000 | NS      | $5784.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1066959 | PA      | $48103.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| China Petroleum & Chemical Corp.                                          | China Petroleum & Chemical Corp., Class H                                                                                    | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |      20000 | NS      | $9636.24      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23469.10     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2165579 | PA      | $-35653.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SREIT Trust                                                               | SREIT Trust, Series 2021-MFP, Class F                                                                                        | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93229.64     | 0.06%             | 2038-11-15      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Dow, Inc.                                                                 | Dow, Inc.                                                                                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        300 | NS      | $15117.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16746.17     | 0.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                 | Med Trust, Series 2021-MDLN, Class F                                                                                         | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121651 | PA      | $111890.62    | 0.08%             | 2038-11-15      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Ming Yuan Cloud Group Holdings Ltd.                                       | Ming Yuan Cloud Group Holdings Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       7000 | NS      | $6220.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                    | Keurig Dr Pepper, Inc.                                                                                                       | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      23000 | PA      | $21832.93     | 0.02%             | 2024-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7246.52      | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3880.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Agilent Technologies, Inc.                                                | Agilent Technologies, Inc.                                                                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         85 | NS      | $12720.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lightning eMotors, Inc.                                                   | Lightning eMotors, Inc.                                                                                                      | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      27000 | PA      | $5400.00      | 0.00%             | 2024-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00P7XE101<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-1590.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CVS Health Corp.                                                                                                             | CUSIP: 00P82SWA6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -12 | NC      | $-3930.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | First Quantum Minerals Ltd.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         -3 | NC      | $-37.67       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | United Parcel Service, Inc.                                                                                                  | CUSIP: 00C7XZ2N7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-78.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36529.71     | 0.03%             | 2024-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49241.91     | 0.03%             | 2024-08-08      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14496.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Cie Financiere Richemont SA                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CH        |         36 | NS      | $29.98        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                                       | Blackstone Holdings Finance Co. LLC                                                                                          | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11714.58     | 0.01%             | 2027-10-02      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Domino's Pizza, Inc.                                                      | Domino's Pizza, Inc.                                                                                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        515 | NS      | $178396.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                        | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      65000 | PA      | $61912.50     | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00P89D5S3<br>LEI: N/A                  | N/A              | DE               |  | US        |         11 | NC      | $66.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class C                                                 | CUSIP: 61765LAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9021.74      | 0.01%             | 2048-05-15      | Variable      | 4.33%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                    | Standard Chartered plc                                                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        866 | NS      | $6459.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| China Construction Bank Corp.                                             | China Construction Bank Corp., Class H                                                                                       | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |      24000 | NS      | $15009.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3001.90      | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                              | Ecolab, Inc.                                                                                                                 | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12771.83     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1864.70      | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Japan 10 Year Bond                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -1 | NC      | $20024.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -68 | NC      | $-42.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Endesa SA                                                                 | Endesa SA                                                                                                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        408 | NS      | $7689.40      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | MSCI Emerging Markets E-Mini Index                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $-7653.64     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                   | Anheuser-Busch Cos. LLC                                                                                                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $51969.94     | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00P98JPH1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-1904.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | AbbVie, Inc.                                                                                                                 | CUSIP: 00P82JR95<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $101.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      85000 | PA      | $77.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -93448 | PA      | $-224.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -616864 | PA      | $-3294.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nuveen Municipal Value Fund, Inc.                                         | Nuveen Municipal Value Fund, Inc.                                                                                            | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             |  | RF                | US        |       2293 | NS      | $19719.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Astellas Pharma, Inc.                                                     | Astellas Pharma, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       2050 | NS      | $31171.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| LPL Financial Holdings, Inc.                                              | LPL Financial Holdings, Inc.                                                                                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       3341 | NS      | $722223.97    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00C96GST4<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $1460.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VanEck Semiconductor ETF                                                  | VanEck Semiconductor ETF                                                                                                     | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        221 | NS      | $44849.74     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Sovos Brands Intermediate, Inc.                                           | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                                                                          | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |       9743 | PA      | $9466.68      | 0.01%             | 2028-06-08      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| LG Energy Solution Ltd.                                                   | LG Energy Solution Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        696 | NS      | $239881.21    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                                                                         | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33014.73     | 0.02%             | 2031-01-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Western Digital Corp.                                                     | Western Digital Corp.                                                                                                        | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2825.16      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $27857.10     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                                                                  | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7926.32      | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Total Return Basket Swap                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     -56129 | NS      | $-5098.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          2 | NC      | $-1034.59     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Naked Juice LLC                                                           | Naked Juice LLC, 2nd Lien Term Loan                                                                                          | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       4000 | PA      | $3146.24      | 0.00%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| APCOA Parking Holdings GmbH                                               | APCOA Parking Holdings GmbH                                                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |     102000 | PA      | $101718.02    | 0.07%             | 2027-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                           | Informatica LLC, Term Loan                                                                                                   | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17641 | PA      | $17270.12     | 0.01%             | 2028-10-27      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      56000 | PA      | $52235.22     | 0.04%             | 2026-07-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                | Siemens AG (Registered)                                                                                                      | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       5422 | NS      | $747429.87    | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2057.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                                                                   | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       1000 | PA      | $988.29       | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        483 | NS      | $19030.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         57 | NS      | $19572.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co.                                                               | Deere & Co.                                                                                                                  | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6723.63      | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00P8GCSL7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -15 | NC      | $-750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                        | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1371 | NS      | $769.54       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $404598.76    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27370.09     | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                              | Verizon Communications, Inc.                                                                                                 | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      36000 | PA      | $22570.53     | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                                                                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        736 | NS      | $24678.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Brands (Refi)                                                      | Galaxy Brands (Refi), Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     199212 | PA      | $194729.94    | 0.13%             | 2038-01-01      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00PAB3H21<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17 | NC      | $-2975.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2743157 | PA      | $-9999.24     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      37000 | PA      | $30073.29     | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                                                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       8017 | NS      | $696516.96    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $952.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Air Products and Chemicals, Inc.                                                                                             | CUSIP: 00C7X8NV6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-3125.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                           | AstraZeneca plc                                                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       4538 | NS      | $614079.36    | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -20 | NC      | $-22600.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Maverick Gaming LLC                                                       | Maverick Gaming LLC, Facility Term Loan B                                                                                    | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      26730 | PA      | $21384.00     | 0.01%             | 2026-09-03      | Variable      | 12.23%                | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       1682 | NS      | $861503.58    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $43265.76     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Embark Technology, Inc.                                                                                                      | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               |  | US        |        963 | NS      | $19.16        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        383 | NS      | $100591.12    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Global Funding                                                 | Corebridge Global Funding                                                                                                    | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      24000 | PA      | $22398.95     | 0.02%             | 2024-06-17      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Otis Worldwide Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          9 | NC      | $157.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      90000 | PA      | $6861.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       1000 | PA      | $946.83       | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the USDJP is above 137.06 and AUDUSD is above 0.697                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6578880 | PA      | $1784.57      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      10475 | NS      | $2512114.50   | 1.74%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ServiceNow, Inc.                                                                                                             | CUSIP: 00C7XHEB0<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $40.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -128 | NC      | $190066.11    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics, Inc.                                                   | Quest Diagnostics, Inc.                                                                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        159 | NS      | $24873.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Astra Space, Inc.                                                         | Astra Space, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       5839 | NS      | $2532.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00P899BC0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-10.50       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                                                       | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34300.80     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      49000 | PA      | $44172.23     | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Sabre Corp.                                                                                                                  | CUSIP: 00P7XG569<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $42.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Cano Health, Inc.                                                                                                            | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |       1986 | NS      | $436.92       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Foshan Haitian Flavouring & Food Co. Ltd.                                 | Foshan Haitian Flavouring & Food Co. Ltd., Class A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       2910 | NS      | $33393.18     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     852905 | PA      | $9309.95      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       5000 | PA      | $-623.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alcoa Corp.                                                               | Alcoa Corp.                                                                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       1885 | NS      | $85710.95     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                                                                  | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26185.16     | 0.02%             | 2026-03-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      15673 | NS      | $519089.76    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Owl Rock Capital Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          8 | NC      | $240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                                                                   | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        140 | NS      | $12656.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| City Brewing Co. LLC                                                      | City Brewing Co. LLC, 1st Lien Term Loan                                                                                     | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      17865 | PA      | $7637.15      | 0.01%             | 2028-04-05      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| Versa Networks, Inc.                                                      | Versa Networks, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1825 | NS      | $4708.50      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -32 | NC      | $-32.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36207.55     | 0.03%             | 2024-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings, Inc.                                              | CF Industries Holdings, Inc.                                                                                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       6255 | NS      | $532926.00    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                | Sherwin-Williams Co. (The)                                                                                                   | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12653.02     | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CBOE Volatility Index                                                                                                        | CUSIP: 00C9VXDS7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-68.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Inpex Corp.                                                               | Inpex Corp.                                                                                                                  | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        800 | NS      | $8596.33      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirion Technologies                                                       | Mirion Technologies                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      20100 | NS      | $132861.00    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6052.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        222 | NS      | $25026.06     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       1678 | NS      | $118104.42    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-61626.05    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                               | ONEOK, Inc.                                                                                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        673 | NS      | $44216.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE, Inc.                                                                | NIKE, Inc., Class B                                                                                                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        740 | NS      | $86587.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -293788 | PA      | $-726.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        742 | PA      | $-655.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      22000 | PA      | $17368.22     | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                          | Snorkel AI, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        529 | NS      | $3766.48      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                                                                 | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1952.10      | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | NASDAQ 100 E-Mini Index                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -12 | NC      | $194661.02    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3006.24      | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00PABSVQ7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-934.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      62000 | PA      | $58934.19     | 0.04%             | 2026-03-17      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                   | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14038.99     | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Northrop Grumman Corp.                                                                                                       | CUSIP: 00CABH4B8<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $7970.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolfspeed, Inc.                                                           | Wolfspeed, Inc.                                                                                                              | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4502.50      | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                             | Ursa Major Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      12134 | NS      | $80448.42     | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10488.30     | 0.01%             | 2026-01-23      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                                                                | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      13000 | PA      | $10445.39     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | XPO, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $570.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Albemarle Corp.                                                                                                              | CUSIP: 00CA3WUE9<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $3390.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd.                                                      | TE Connectivity Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       3030 | NS      | $347844.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp.                                                                 | CDW Corp.                                                                                                                    | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        221 | NS      | $39466.18     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                                                      | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $93932.03     | 0.06%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3687.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Super Hi International Holding Ltd.                                       | Super Hi International Holding Ltd.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1200 | NS      | $1528.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Connections, Inc.                                                   | Waste Connections, Inc.                                                                                                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |         53 | NS      | $7025.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4376700 | PA      | $651483.11    | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Vertiv Holdings Co.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $105.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          1 | NC      | $-7831.89     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                   | Fresenius SE & Co. KGaA                                                                                                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        711 | NS      | $19859.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Planet Labs PBC                                                           | Planet Labs PBC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4320 | NS      | $18792.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     852905 | PA      | $11166.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Databricks, Inc., Series F                                                | Databricks, Inc., Series F                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6177 | NS      | $316138.86    | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AIA Group Ltd.                                                            | AIA Group Ltd.                                                                                                               | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      35600 | NS      | $393144.74    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4278000 | PA      | $-4214777.19  | -2.91%            | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SG Micro Corp.                                                            | SG Micro Corp., Class A                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        275 | NS      | $6843.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tapestry, Inc.                                                            | Tapestry, Inc.                                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        794 | NS      | $30235.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International, Inc.                                             | Honeywell International, Inc.                                                                                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         44 | NS      | $9429.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       1723 | NS      | $108158.23    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Woolworths Group Ltd.                                                     | Woolworths Group Ltd.                                                                                                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        248 | NS      | $5663.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13022.44     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intuit, Inc.                                                                                                                 | CUSIP: 00C7XDXC6<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $85.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         21 | NC      | $-29468.58    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Holdings Netherlands BV                            | Mondelez International Holdings Netherlands BV                                                                               | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       1000 | PA      | $869.12       | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      62000 | PA      | $58967.82     | 0.04%             | 2028-04-20      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Quintis Australia Pty. Ltd.                                               | Quintis Australia Pty. Ltd.                                                                                                  | CUSIP: 74877UAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     414143 | PA      | $57855.78     | 0.04%             | 2028-10-01      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Kone OYJ                                                                  | Kone OYJ, Class B                                                                                                            | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        242 | NS      | $12528.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13800.75     | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                            | Lonza Group AG (Registered)                                                                                                  | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        257 | NS      | $126154.99    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class AS                                                             | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $28180.31     | 0.02%             | 2048-05-15      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                        | MercadoLibre, Inc.                                                                                                           | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         23 | NS      | $19463.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Outfront Media Capital LLC                                                | Outfront Media Capital LLC                                                                                                   | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2700.74      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Intuitive Surgical, Inc.                                                                                                     | CUSIP: 00C960CC3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-275.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4608400 | PA      | $4429889.89   | 3.06%             | 2023-12-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Hangzhou Tigermed Consulting Co. Ltd.                                     | Hangzhou Tigermed Consulting Co. Ltd., Class H                                                                               | CUSIP: N/A<br>LEI: 300300CP4N8WDF6DOO67       | Long             | EC               | CORP              | CN        |       1400 | NS      | $16099.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                                 | Nestle SA (Registered)                                                                                                       | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       4893 | NS      | $565187.66    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Admiral Group plc                                                         | Admiral Group plc                                                                                                            | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        425 | NS      | $10910.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00C9UB5S5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -9 | NC      | $-99.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cypher Bidco BV                                                           | Cypher Bidco BV, Term Loan                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     153940 | PA      | $152426.19    | 0.11%             | 2028-01-01      | Variable      | 6.61%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     616864 | PA      | $48.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00C7XK9Y9<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $15.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DSV A/S                                                                   | DSV A/S                                                                                                                      | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        156 | NS      | $24669.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                              | KBC Group NV                                                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        595 | NS      | $38309.28     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       1000 | PA      | $980.52       | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                                                                     | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15762.75     | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -8 | NC      | $-296.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                           | Welltower, Inc.                                                                                                              | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      33000 | PA      | $29718.05     | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      55000 | PA      | $51859.98     | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola HBC AG                                                          | Coca-Cola HBC AG                                                                                                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        895 | NS      | $21156.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1443325.85   | 1.00%             | 2053-02-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Relativity Space, Inc., Series E                                          | Relativity Space, Inc., Series E                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3017 | NS      | $49689.99     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NXP BV                                                                    | NXP BV                                                                                                                       | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8971.88      | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Hikma Pharmaceuticals plc                                                 | Hikma Pharmaceuticals plc                                                                                                    | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        381 | NS      | $7100.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                                                                    | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44277.65     | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Playstudios, Inc.                                                         | Playstudios, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6121 | NS      | $23749.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Iris BidCo GmbH                                                           | Iris BidCo GmbH, Facility Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      93000 | PA      | $85508.07     | 0.06%             | 2028-06-29      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| Life Mortgage Trust                                                       | Life Mortgage Trust, Series 2021-BMR, Class F                                                                                | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115008 | PA      | $108514.11    | 0.08%             | 2038-03-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| CD Mortgage Trust                                                         | CD Mortgage Trust, Series 2017-CD6, Class B                                                                                  | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $8632.06      | 0.01%             | 2050-11-13      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                                      | HCA Healthcare, Inc.                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        400 | NS      | $95984.00     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                                                                  | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       1000 | PA      | $917.10       | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                  | Becton Dickinson and Co., Series B                                                                                           | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |       4094 | NS      | $205027.52    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                                                                  | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      57000 | PA      | $54310.49     | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco Senior Loan ETF                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13 | NC      | $422.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                | Shire Acquisitions Investments Ireland DAC                                                                                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     118000 | PA      | $110667.85    | 0.08%             | 2026-09-23      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                                          | Principal Life Global Funding II                                                                                             | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       1000 | PA      | $867.04       | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $38560.16     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Food & Life Cos. Ltd.                                                     | Food & Life Cos. Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |        700 | NS      | $13800.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Tesla, Inc.                                                                                                                  | CUSIP: 00CA7JBP0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-1569.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| KraneShares CSI China Internet ETF                                        | KraneShares CSI China Internet ETF                                                                                           | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |      10776 | NS      | $325435.20    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15234.03     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                                                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         23 | NS      | $11798.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Abbott Laboratories                                                                                                          | CUSIP: 00P7X77W0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -8 | NC      | $-64.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp.                                                               | Masco Corp.                                                                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        855 | NS      | $39902.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Intuitive Surgical, Inc.                                                  | Intuitive Surgical, Inc.                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       1846 | NS      | $489836.10    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 E-Mini Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $1085.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew plc                                                        | Smith & Nephew plc                                                                                                           | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        333 | NS      | $4447.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AGC, Inc.                                                                 | AGC, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        100 | NS      | $3318.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc., Series F                                 | Farmer's Business Network, Inc., Series F                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2103 | NS      | $98020.83     | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       2360 | NS      | $381399.60    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Homes by West Bay LLC                                                     | Homes by West Bay LLC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     146000 | PA      | $132684.80    | 0.09%             | 2027-04-30      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      25940 | NS      | $1013844.02   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31441.80     | 0.02%             | 2026-07-28      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                             | iShares Latin America 40 ETF                                                                                                 | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             |  | RF                | US        |       2948 | NS      | $67479.72     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       1135 | PA      | $-1215.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Charter Communications, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -3 | NC      | $-2775.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      24000 | PA      | $21855.56     | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JumpCloud, Inc.                                                           | JumpCloud, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3376 | NS      | $12052.32     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SAP SE                                                                    | SAP SE                                                                                                                       | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |        500 | NS      | $51595.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Instruments, Inc.                                                   | Texas Instruments, Inc.                                                                                                      | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5754.50      | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -15 | NC      | $-1500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Hedosophia European Growth                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       1945 | NS      | $62.46        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6344.12      | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         -2 | NC      | $15280.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       7494 | PA      | $-157.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      26000 | PA      | $21175.33     | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| BYD Co. Ltd.                                                              | BYD Co. Ltd., Class H                                                                                                        | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       1500 | NS      | $36801.00     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.357       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  111945258 | NC      | $3255.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Jack Ohio Finance LLC                                                     | Jack Ohio Finance LLC, Term Loan                                                                                             | CUSIP: 46647KAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15878 | PA      | $15520.98     | 0.01%             | 2028-10-04      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| Altar BidCo, Inc.                                                         | Altar BidCo, Inc., 1st Lien Term Loan                                                                                        | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      38828 | PA      | $36999.50     | 0.03%             | 2029-02-01      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9H22C8<br>LEI: N/A                  | N/A              | DE               |  | US        |         15 | NC      | $510.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       1136 | NS      | $132219.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | ServiceNow, Inc.                                                                                                             | CUSIP: 00P7XG049<br>LEI: N/A                  | N/A              | DE               |  | US        |         -2 | NC      | $-12410.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          5 | NC      | $62.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    7322804 | PA      | $-5436.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14474.69     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Ford Motor Co.                                                                                                               | CUSIP: 00PA443Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |          7 | NC      | $143.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37889.31     | 0.03%             | 2025-11-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | TE Connectivity Ltd.                                                                                                         | CUSIP: 00C9Y12G2<br>LEI: N/A                  | N/A              | DE               |  | US        |          6 | NC      | $465.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| South32 Ltd.                                                              | South32 Ltd.                                                                                                                 | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |      18725 | NS      | $51337.00     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     274316 | PA      | $13582.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                       | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                                | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $18795.30     | 0.01%             | 2038-04-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | XPO, Inc.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -6 | NC      | $-5640.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co.                                                          | Baker Hughes Co.                                                                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        865 | NS      | $25543.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings, Inc.                                                    | Booking Holdings, Inc.                                                                                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         80 | NS      | $161222.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Intel Corp.                                                                                                                  | CUSIP: 00C9SEE45<br>LEI: N/A                  | N/A              | DE               |  | US        |          5 | NC      | $77.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hino Motors Ltd.                                                          | Hino Motors Ltd.                                                                                                             | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |       3200 | NS      | $12159.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NetApp, Inc.                                                              | NetApp, Inc.                                                                                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        307 | NS      | $18438.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lojas Renner SA                                                           | Lojas Renner SA                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       3107 | NS      | $12077.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                        | Cellnex Telecom SA                                                                                                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |      15262 | NS      | $506259.66    | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals, Inc.                                                      | United Rentals, Inc.                                                                                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        224 | NS      | $79614.08     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                                                      | Steel Dynamics, Inc.                                                                                                         | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      16000 | PA      | $14068.45     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                        | Metropolitan Life Global Funding I                                                                                           | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       1000 | PA      | $884.57       | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Mr Cooper Group, Inc.                                                     | Mr Cooper Group, Inc.                                                                                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |        798 | NS      | $32023.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                                                               | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      64000 | PA      | $62451.39     | 0.04%             | 2025-04-17      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust, Series 2021-INV5, Class A2A                                                                        | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     523337 | PA      | $420080.19    | 0.29%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9381.87     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Visa, Inc.                                                                                                                   | CUSIP: 00CABUCE4<br>LEI: N/A                  | N/A              | DE               |  | US        |         -6 | NC      | $-414.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sempra Energy                                                             | Sempra Energy                                                                                                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       6076 | NS      | $938985.04    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Lookout, Inc.                                                             | Lookout, Inc.                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       1457 | NS      | $5318.05      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                       | ETRS                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       3062 | PA      | $-4162.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                | Shire Acquisitions Investments Ireland DAC                                                                                   | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      62000 | PA      | $60929.77     | 0.04%             | 2023-09-23      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                      | Frontier Communications Holdings LLC                                                                                         | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2481.78      | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                               | Heineken NV                                                                                                                  | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |        126 | NS      | $11868.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Alphabet, Inc.                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -20 | NC      | $-1080.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Trust for Investment Grade Municipals                             | Invesco Trust for Investment Grade Municipals                                                                                | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             |  | RF                | US        |       1376 | NS      | $13828.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00CA59X88<br>LEI: N/A                  | N/A              | DE               |  | US        |        -17 | NC      | $-765.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -182915 | PA      | $-1932.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Freeport-McMoRan, Inc.                                                                                                       | CUSIP: 00C88WS69<br>LEI: N/A                  | N/A              | DE               |  | US        |        -39 | NC      | $-390.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Copart, Inc.                                                              | Copart, Inc.                                                                                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        445 | NS      | $27096.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                                                                            | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12765.47     | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        683 | NS      | $58635.55     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12609.46     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Husqvarna AB                                                              | Husqvarna AB, Class B                                                                                                        | CUSIP: N/A<br>LEI: 549300GYQIIJ3UXB7655       | Long             | EC               | CORP              | SE        |        719 | NS      | $5049.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -473000 | PA      | $-5068.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4278000 | PA      | $4214777.19   | 2.91%             | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -89267 | PA      | $-233.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                        | General Motors Financial Co., Inc.                                                                                           | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      48000 | PA      | $45463.44     | 0.03%             | 2025-02-26      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2947045 | PA      | $-12109.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RKPF Overseas 2019 A Ltd.                                                 | RKPF Overseas 2019 A Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900P8BXRCW5458103       | Long             | DBT              | CORP              | VG        |     200000 | PA      | $161100.00    | 0.11%             | 2025-03-05      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47143.83     | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                                                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2195 | NS      | $1163745.10   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Cameco Corp.                                                              | Cameco Corp.                                                                                                                 | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       6272 | NS      | $142186.24    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                                                        | General Motors Co.                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       1949 | NS      | $65564.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SPDR S&P 500 ETF Trust                                                                                                       | CUSIP: 00C87V2P8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-10932.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cargill, Inc.                                                             | Cargill, Inc.                                                                                                                | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25157.70     | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                                                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       1048 | NS      | $577123.12    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                                                                       | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47843.64     | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5196306 | PA      | $-18237.77    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | KLA Corp.                                                                                                                    | CUSIP: 00P82JVF6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -3 | NC      | $-645.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Opendoor Technologies, Inc.                                               | Opendoor Technologies, Inc.                                                                                                  | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       5720 | NS      | $6635.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Guangzhou Baiyun International Airport Co. Ltd.                           | Guangzhou Baiyun International Airport Co. Ltd., Class A                                                                     | CUSIP: N/A<br>LEI: 300300HCH80SKW83W383       | Long             | EC               | CORP              | CN        |      18000 | NS      | $39006.62     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                | AT&T, Inc.                                                                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      33000 | PA      | $25866.11     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Volocopter GmbH                                                           | Volocopter GmbH                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         30 | NS      | $187746.12    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| State Street Corp.                                                        | State Street Corp.                                                                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8188.97      | 0.01%             | 2026-11-04      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                                       | Deutsche Telekom AG (Registered)                                                                                             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      31062 | NS      | $618027.78    | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5736830 | PA      | $5520300.75   | 3.82%             | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Think & Learn Private Ltd.                                                | Think & Learn Private Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |         45 | NS      | $108030.67    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| WRKCo, Inc.                                                               | WRKCo, Inc.                                                                                                                  | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11771.18     | 0.01%             | 2026-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      44000 | PA      | $37251.93     | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Synopsys, Inc.                                                            | Synopsys, Inc.                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         32 | NS      | $10217.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp.                                                                 | KLA Corp.                                                                                                                    | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33303.02     | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Seagen, Inc.                                                              | Seagen, Inc.                                                                                                                 | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1711 | NS      | $219880.61    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Kane Bidco Ltd.                                                           | Kane Bidco Ltd.                                                                                                              | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $91526.90     | 0.06%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Marathon Oil Corp.                                                                                                           | CUSIP: 00P8G2P16<br>LEI: N/A                  | N/A              | DE               |  | US        |        -44 | NC      | $-1738.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2163012 | PA      | $-10405.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                                                                     | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        500 | NS      | $45248.73     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                            | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                                    | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75337 | PA      | $70159.73     | 0.05%             | 2029-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Davidson Kempner Merchant Co-Invest Fund LP                               | Davidson Kempner Merchant Co-Invest Fund LP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     203100 | NS      | $155913.78    | 0.11%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1169053 | PA      | $92082.62     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          6 | NC      | $57.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Office Properties Income Trust                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          3 | NC      | $210.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                           | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                                                                   | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94273 | PA      | $78729.24     | 0.05%             | 2053-03-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                | Visa, Inc., Class A                                                                                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        268 | NS      | $55679.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares China Large-Cap ETF                                                                                                  | CUSIP: 00C9ZJF60<br>LEI: N/A                  | N/A              | DE               |  | US        |        111 | NC      | $8103.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                                                                  | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11698.44     | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Crown Holdings, Inc.                                                      | Crown Holdings, Inc.                                                                                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        153 | NS      | $12578.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31647.40     | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Schlumberger Ltd.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         13 | NC      | $1046.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                     | Gilead Sciences, Inc.                                                                                                        | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      36000 | PA      | $34876.91     | 0.02%             | 2023-09-29      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| PsiQuantum Corp.                                                          | PsiQuantum Corp.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1532 | NS      | $38928.12     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Keyence Corp.                                                             | Keyence Corp.                                                                                                                | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        281 | NS      | $109096.78    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00C9XFL55<br>LEI: N/A                  | N/A              | DE               |  | US        |        -11 | NC      | $-187.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                          | McDonald's Corp.                                                                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       1885 | NS      | $496754.05    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp.                                                           | Albemarle Corp.                                                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       1342 | NS      | $291026.12    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: 00CA466B8<br>LEI: N/A                  | N/A              | DE               |  | US        |         34 | NC      | $4420.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                                                                         | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32233.15     | 0.02%             | 2027-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hedosophia European Growth                                                | Hedosophia European Growth                                                                                                   | CUSIP: N/A<br>LEI: 549300Q5OZTF68OGPY72       | Long             | EC               | CORP              | KY        |       5835 | NS      | $61836.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EQT Corp.                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -34 | NC      | $-1870.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Zero Mass Water, Inc.                                                     | Zero Mass Water, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        321 | NS      | $11774.28     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kinder Morgan, Inc.                                                       | Kinder Morgan, Inc.                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        905 | NS      | $16362.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software, Inc.                                                     | Paycom Software, Inc.                                                                                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         74 | NS      | $22962.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | FTSE 100 Index                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -1 | NC      | $1017.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class H                                                                              | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18000 | PA      | $16538.30     | 0.01%             | 2036-04-15      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      73000 | PA      | $71184.12     | 0.05%             | 2024-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -3411619 | PA      | $-9745.34     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14709.56     | 0.01%             | 2025-05-24      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Energy Select Sector SPDR Fund                                                                                               | CUSIP: 00P89D8C5<br>LEI: N/A                  | N/A              | DE               |  | US        |         18 | NC      | $81.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares iBoxx $ High Yield Corporate Bond ETF                                                                                | CUSIP: 00C7XDVP9<br>LEI: N/A                  | N/A              | DE               |  | US        |         43 | NC      | $1483.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6140.04      | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            | 2                  | On Loan: No      |
| Vita Global FinCo Ltd.                                                    | Vita Global FinCo Ltd., Facility Term Loan                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      39936 | PA      | $45866.60     | 0.03%             | 2027-07-06      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |
| Luxembourg Life Fund Ii - Absolute Return Fund Iii                        | Luxembourg Life Fund Ii - Absolute Return Fund Iii                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14792 | PA      | $14700.43     | 0.01%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| Invesco Value Municipal Income Trust                                      | Invesco Value Municipal Income Trust                                                                                         | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             |  | RF                | US        |       1379 | NS      | $16616.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     718560 | PA      | $1180.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                                                                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |        623 | NS      | $15618.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                                                           | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -500000 | PA      | $-481128.15   | -0.33%            | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Engie Brasil Energia SA                                                   | Engie Brasil Energia SA                                                                                                      | CUSIP: N/A<br>LEI: 52990057Q0EK2Q9YBC07       | Long             | EC               | CORP              | BR        |       1583 | NS      | $11367.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                 | Aptiv plc, Series A                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |       1083 | NS      | $116227.56    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -17 | NC      | $-3315.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications, Inc.                                              | Charter Communications, Inc., Class A                                                                                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        770 | NS      | $261107.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Zijin Mining Group Co. Ltd.                                               | Zijin Mining Group Co. Ltd., Class H                                                                                         | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |       4000 | NS      | $5375.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47128.16    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc.                                                                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      63000 | PA      | $58877.85     | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                    | Playtika Holding Corp.                                                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      17000 | PA      | $13344.15     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      29525 | PA      | $7824.13      | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     543700 | PA      | $476671.98    | 0.33%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Fortum OYJ                                                                | Fortum OYJ                                                                                                                   | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        378 | NS      | $6295.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      33000 | PA      | $27361.19     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00PA59916<br>LEI: N/A                  | N/A              | DE               |  | US        |         -7 | NC      | $-1809.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | iShares Russell 2000 ETF                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          7 | NC      | $10.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     884068 | PA      | $-38409.38    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3947.85      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Kumba Iron Ore Ltd.                                                       | Kumba Iron Ore Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |        695 | NS      | $20073.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SPDR S&P Regional Banking ETF                                                                                                | CUSIP: 00P7XGU38<br>LEI: N/A                  | N/A              | DE               |  | US        |       -112 | NC      | $-1176.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        774 | NS      | $47461.68     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Walt Disney Co. (The)                                                                                                        | CUSIP: 00C7XK9V5<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-75.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Sonder Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       2205 | NS      | $22.05        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4339357 | PA      | $-17608.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp.                                                   | Boston Scientific Corp., Series A                                                                                            | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |        713 | NS      | $81866.66     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6732.67      | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       3786 | NS      | $352817.34    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                                                                 | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16745.93     | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     118789 | PA      | $37403.69     | 0.03%             | 2038-01-09      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Latch, Inc.                                                                                                                  | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        840 | NS      | $35.78        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60327.50     | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Hana Financial Group, Inc.                                                | Hana Financial Group, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        749 | NS      | $24941.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -14220565 | PA      | $-81781.08    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Fastenal Co.                                                              | Fastenal Co.                                                                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        196 | NS      | $9274.72      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Volta, Inc.                                                                                                                  | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |       1160 | NS      | $75.75        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10x Future Technologies Holdings Ltd.                                     | 10x Future Technologies Holdings Ltd.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4842 | NS      | $63981.33     | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                                                           | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      95000 | PA      | $83673.10     | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FinecoBank Banca Fineco SpA                                               | FinecoBank Banca Fineco SpA                                                                                                  | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       1067 | NS      | $17718.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -3411620 | PA      | $-8191.47     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      34000 | PA      | $21628.73     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        490 | NS      | $111911.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                                                                 | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      28000 | PA      | $21849.30     | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Jawbone Health Hub, Inc.                                                  | Jawbone Health Hub, Inc.                                                                                                     | CUSIP: N/A<br>LEI: 529900STYYCR4EV1SH26       | Long             | EC               | CORP              | DE        |       6968 | NS      | $0.07         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Conagra Brands, Inc.                                                      | Conagra Brands, Inc.                                                                                                         | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1972.46      | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        275 | NS      | $34320.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                                                             | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21468.19     | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Micron Technology, Inc.                                                                                                      | CUSIP: 00P7XDJ95<br>LEI: N/A                  | N/A              | DE               |  | US        |        -24 | NC      | $-2508.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Note                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -54 | NC      | $-18562.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     898822 | PA      | $-51870.29    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                                                                           | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38033.40     | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Fila Holdings Corp.                                                       | Fila Holdings Corp.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        159 | NS      | $4194.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Humana, Inc.                                                                                                                 | CUSIP: 00C7XDFX0<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $2095.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | IRS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      89669 | PA      | $5350.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Invesco QQQ Trust 1                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -24 | NC      | $-24.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HCL Technologies Ltd.                                                     | HCL Technologies Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |        767 | NS      | $9618.86      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Apple, Inc.                                                                                                                  | CUSIP: 00C7X9734<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-35.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Spirax-Sarco Engineering plc                                              | Spirax-Sarco Engineering plc                                                                                                 | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |        790 | NS      | $100907.16    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Porsche Automobil Holding SE                                              | Porsche Automobil Holding SE (Preference)                                                                                    | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |        171 | NS      | $9325.64      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23386.33     | 0.02%             | 2026-02-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                              | American Water Capital Corp.                                                                                                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15307.32     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Australia 10 Year Bonds                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         26 | NC      | $-104389.54   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Proof Acquisition Corp. I                                                 | Proof Acquisition Corp. I                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        807 | NS      | $911.91       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3849.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        213 | NS      | $76274.82     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Hudson Pacific Properties, Inc.                                                                                              | CUSIP: 00PA4VU14<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $52.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                                                                 | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       8000 | PA      | $7698.13      | 0.01%             | 2026-03-28      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Auto Trader Group plc                                                     | Auto Trader Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |       7742 | NS      | $48212.18     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Noodle Partners, Inc., Series C                                           | Noodle Partners, Inc., Series C                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8220 | NS      | $50388.60     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dollar General Corp.                                                      | Dollar General Corp.                                                                                                         | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52280.52     | 0.04%             | 2032-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Toast, Inc.                                                               | Toast, Inc., Class A                                                                                                         | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        602 | NS      | $10854.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -3411619 | PA      | $-14197.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mosaic Co. (The)                                                          | Mosaic Co. (The)                                                                                                             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        475 | NS      | $20838.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6018.52      | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                               | Amgen, Inc.                                                                                                                  | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      16000 | PA      | $13031.70     | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                                                                          | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14706.20     | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        196 | NS      | $16073.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingfisher plc                                                            | Kingfisher plc                                                                                                               | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       4422 | NS      | $12563.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       2741 | NS      | $580708.26    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Praxair, Inc.                                                                                                                | CUSIP: 00C9GGH32<br>LEI: N/A                  | N/A              | DE               |  | US        |         -5 | NC      | $-1725.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDIO                                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      70000 | PA      | $82.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp.                                                   | AmerisourceBergen Corp.                                                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        349 | NS      | $57832.79     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrick Gold Corp.                                                        | Barrick Gold Corp.                                                                                                           | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        698 | NS      | $11964.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      52000 | PA      | $45839.35     | 0.03%             | 2026-12-09      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| Vertiv Holdings Class A Legended                                          | Vertiv Holdings Class A Legended, Class A                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      18779 | NS      | $254079.87    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30161.59     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Alphawave IP Group plc                                                    | Alphawave IP Group plc                                                                                                       | CUSIP: N/A<br>LEI: 213800ZXTO21EU4VMH37       | Long             | EC               | CORP              | GB        |      15500 | NS      | $19113.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Sarcos Technology & Robotics Corp.                                                                                           | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       1924 | NS      | $76.96        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genius Sports Ltd.                                                        | Genius Sports Ltd.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       6585 | NS      | $23508.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1446895 | PA      | $-80817.23    | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      26000 | PA      | $23033.40     | 0.02%             | 2027-03-02      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                                               | Greeneden US Holdings I LLC, Term Loan                                                                                       | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |       9975 | PA      | $9556.97      | 0.01%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                                  | Money Market Series                                                                                                          | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |    3582567 | NS      | $3582209.02   | 2.48%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                       | ConocoPhillips                                                                                                               | CUSIP: 00C9NG9K5<br>LEI: N/A                  | N/A              | DE               |  | US        |         26 | NC      | $364.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Offerpad Solutions, Inc.                                                  | Offerpad Solutions, Inc.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       5726 | NS      | $2636.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Invesco Municipal Trust                                                   | Invesco Municipal Trust                                                                                                      | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             |  | RF                | US        |       1398 | NS      | $13840.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43865.25     | 0.03%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Suncor Energy, Inc.                                                       | Suncor Energy, Inc.                                                                                                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        862 | NS      | $27343.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Luxembourg Life Fund II - Absolute Return Fund III                        | Luxembourg Life Fund II - Absolute Return Fund III, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      95303 | PA      | $94712.40     | 0.07%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| N/A                                                                       | USD Currency                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -91246 | PA      | $-2736.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| US Bancorp                                                                | US Bancorp                                                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      81000 | PA      | $79105.41     | 0.05%             | 2028-07-22      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                         | Lowe's Cos., Inc.                                                                                                            | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      48000 | PA      | $42697.85     | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mythic AI Inc. series C                                                   | Mythic AI Inc. series C                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       7024 | NS      | $1545.28      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      10201 | NS      | $32533.33     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                 | Toyota Motor Credit Corp.                                                                                                    | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3758.73      | 0.00%             | 2025-02-13      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00CABGTS6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -10 | NC      | $-1500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | HICPXT                                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     110000 | PA      | $-1012.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                                                     | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13636.07     | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                                                              | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35544.74     | 0.02%             | 2024-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-ARIA, Class E                                                                                          | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90721.72     | 0.06%             | 2036-10-15      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                | Ferrari NV                                                                                                                   | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        539 | NS      | $115582.44    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A                                                     | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97757.31     | 0.07%             | 2037-05-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                                                 | OVG Business Services LLC, Term Loan                                                                                         | CUSIP: 62955EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      53730 | PA      | $49968.90     | 0.03%             | 2028-11-20      | Variable      | 10.64%                | No            | 3                  | On Loan: No      |
| ProFrac Holdings II LLC                                                   | ProFrac Holdings II LLC, Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43857 | PA      | $44953.59     | 0.03%             | 2025-03-04      | Variable      | 11.10%                | No            | 3                  | On Loan: No      |
| Union Pacific Corp.                                                       | Union Pacific Corp.                                                                                                          | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36177.26     | 0.03%             | 2033-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                          | Salesforce, Inc.                                                                                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       1999 | NS      | $265047.41    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Valero Energy Corp.                                                                                                          | CUSIP: 00P8F82X9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-442.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6301.60      | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Dexcom, Inc.                                                                                                                 | CUSIP: 00CA095T8<br>LEI: N/A                  | N/A              | DE               |  | US        |         10 | NC      | $14600.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                                                                        | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4339.72      | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Rockwell Automation, Inc.                                                                                                    | CUSIP: 00P9XX9L1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -4 | NC      | $-670.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Pioneer Natural Resources Co.                                                                                                | CUSIP: 00P8F0075<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $592.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LG Display Co. Ltd.                                                       | LG Display Co. Ltd.                                                                                                          | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |        596 | NS      | $5889.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Lululemon Athletica, Inc.                                                                                                    | CUSIP: 00C7XFGY2<br>LEI: N/A                  | N/A              | DE               |  | US        |          2 | NC      | $51.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services, Inc.                              | Fidelity National Information Services, Inc.                                                                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        137 | NS      | $9295.45      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Electric Corp.                                                 | Mitsubishi Electric Corp.                                                                                                    | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       1100 | NS      | $10899.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage, Inc.                                                 | Extra Space Storage, Inc.                                                                                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        105 | NS      | $15453.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-175.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                   | CDI Escrow Issuer, Inc.                                                                                                      | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $20617.87     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7175.04      | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                               | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class F                                                        | CUSIP: 55284DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $91806.17     | 0.06%             | 2034-12-15      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                                                 | H & M Hennes & Mauritz AB, Class B                                                                                           | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |       1037 | NS      | $11175.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc.                                           | Farmer's Business Network, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        318 | NS      | $14821.98     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Workday, Inc.                                                             | Workday, Inc., Class A                                                                                                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        229 | NS      | $38318.57     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonder Holdings, Inc.                                                     | Sonder Holdings, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       6340 | NS      | $7861.60      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Align Technology, Inc.                                                    | Align Technology, Inc.                                                                                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        141 | NS      | $29736.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | Canadian Imperial Bank of Commerce                                                                                           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |        633 | NS      | $25605.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Project Ruby Ultimate Parent Corp.                                        | Project Ruby Ultimate Parent Corp., 1st Lien Term Loan                                                                       | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      12897 | PA      | $12167.07     | 0.01%             | 2028-03-10      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                      | Allegiant Travel Co.                                                                                                         | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     154000 | PA      | $153615.00    | 0.11%             | 2024-02-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Celltrion Healthcare Co. Ltd.                                             | Celltrion Healthcare Co. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 988400KI4VU01I1E7I73       | Long             | EC               | CORP              | KR        |        166 | NS      | $7689.84      | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      16000 | PA      | $12912.24     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Think & Learn Private Ltd., Series F                                      | Think & Learn Private Ltd., Series F                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | IN        |         32 | NS      | $76821.81     | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ferguson plc                                                              | Ferguson plc                                                                                                                 | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |        139 | NS      | $17450.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bio City Development Co. BV                                               | Bio City Development Co. BV                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     800000 | PA      | $77040.00     | 0.05%             | 2023-07-06      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                       | Eli Lilly & Co.                                                                                                              | CUSIP: 00C8BZT18<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $14280.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | GBP/USD One-touch barrier option; Barrier price GBP 1.00000                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      31694 | PA      | $1172.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                 | CSX Corp.                                                                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        175 | NS      | $5421.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| San Diego Gas & Electric Co.                                              | San Diego Gas & Electric Co., Series NNN                                                                                     | CUSIP: 797440BR4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17787.73     | 0.01%             | 2023-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Brandywine Realty Trust                                                                                                      | CUSIP: 00PA6NTX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $60.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       7494 | PA      | $-157.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26527.50     | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | CDS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      10000 | PA      | $-195.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                               | Crown PropTech Acquisitions                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       1464 | NS      | $0.01         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |        500 | NS      | $21946.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         68 | NC      | $625.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | OIS                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     929000 | PA      | $-9027.73     | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KL06, Class XFX                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $6534.25      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                                                               | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      10000 | PA      | $5633.38      | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2324.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                              | Zoetis, Inc.                                                                                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        370 | NS      | $54223.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Origin Energy Ltd.                                                        | Origin Energy Ltd.                                                                                                           | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       2204 | NS      | $11535.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Palo Alto Networks, Inc.                                                  | Palo Alto Networks, Inc.                                                                                                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       1156 | NS      | $161308.24    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | Caterpillar, Inc.                                                                                                            | CUSIP: 00PA0Z9S4<br>LEI: N/A                  | N/A              | DE               |  | US        |          4 | NC      | $248.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Uniti Group LP                                                            | Uniti Group LP                                                                                                               | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14518.40     | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                      | American Express Co.                                                                                                         | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      31000 | PA      | $29813.15     | 0.02%             | 2024-07-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM                                      | Liberty Media Corp.-Liberty SiriusXM, Class C                                                                                | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8061 | NS      | $315426.93    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay, Inc.                                                                | eBay, Inc.                                                                                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        538 | NS      | $22310.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -3411620 | PA      | $-15919.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                      | Beast Mortgage Trust, Series 2021-SSCP, Class C                                                                              | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37000 | PA      | $34183.67     | 0.02%             | 2036-04-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Cintas Corp.                                                              | Cintas Corp.                                                                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         31 | NS      | $14000.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1416646 | PA      | $-2859.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7110283 | PA      | $83973.72     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10341060 | PA      | $1.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                                                        | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1946.91      | 0.00%             | 2025-03-15      | Variable      | 3.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                       | SOP                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1716000 | PA      | $-19297.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                       | Shell plc                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -26 | NC      | $-3445.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                       | EOG Resources, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -15 | NC      | $-7875.00     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Series Fund, Inc.

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer